Ejemplo n.º 1
0
/* Subroutine */ int dsyrfs_(char *uplo, integer *n, integer *nrhs, 
	doublereal *a, integer *lda, doublereal *af, integer *ldaf, integer *
	ipiv, doublereal *b, integer *ldb, doublereal *x, integer *ldx, 
	doublereal *ferr, doublereal *berr, doublereal *work, integer *iwork, 
	integer *info)
{
/*  -- LAPACK routine (version 2.0) --   
       Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,   
       Courant Institute, Argonne National Lab, and Rice University   
       September 30, 1994   


    Purpose   
    =======   

    DSYRFS improves the computed solution to a system of linear   
    equations when the coefficient matrix is symmetric indefinite, and   
    provides error bounds and backward error estimates for the solution. 
  

    Arguments   
    =========   

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

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

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

    A       (input) DOUBLE PRECISION array, dimension (LDA,N)   
            The symmetric matrix A.  If UPLO = 'U', the leading N-by-N   
            upper triangular part of A contains the upper triangular part 
  
            of the matrix A, and the strictly lower triangular part of A 
  
            is not referenced.  If UPLO = 'L', the leading N-by-N lower   
            triangular part of A contains the lower triangular part of   
            the matrix A, and the strictly upper triangular part of A is 
  
            not referenced.   

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

    AF      (input) DOUBLE PRECISION array, dimension (LDAF,N)   
            The factored form of the matrix A.  AF contains the block   
            diagonal matrix D and the multipliers used to obtain the   
            factor U or L from the factorization A = U*D*U**T or   
            A = L*D*L**T as computed by DSYTRF.   

    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 DSYTRF.   

    B       (input) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (LDX,NRHS)   
            On entry, the solution matrix X, as computed by DSYTRS.   
            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) DOUBLE PRECISION array, dimension (3*N)   

    IWORK   (workspace) INTEGER 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   
       Function Body */
    /* Table of constant values */
    static integer c__1 = 1;
    static doublereal c_b12 = -1.;
    static doublereal c_b14 = 1.;
    
    /* 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;
    doublereal d__1, d__2, d__3;
    /* Local variables */
    static integer kase;
    static doublereal safe1, safe2;
    static integer i, j, k;
    static doublereal s;
    extern logical lsame_(char *, char *);
    extern /* Subroutine */ int dcopy_(integer *, doublereal *, integer *, 
	    doublereal *, integer *), daxpy_(integer *, doublereal *, 
	    doublereal *, integer *, doublereal *, integer *);
    static integer count;
    static logical upper;
    extern /* Subroutine */ int dsymv_(char *, integer *, doublereal *, 
	    doublereal *, integer *, doublereal *, integer *, doublereal *, 
	    doublereal *, integer *);
    extern doublereal dlamch_(char *);
    extern /* Subroutine */ int dlacon_(integer *, doublereal *, doublereal *,
	     integer *, doublereal *, integer *);
    static doublereal xk;
    static integer nz;
    static doublereal safmin;
    extern /* Subroutine */ int xerbla_(char *, integer *);
    static doublereal lstres;
    extern /* Subroutine */ int dsytrs_(char *, integer *, integer *, 
	    doublereal *, integer *, integer *, doublereal *, integer *, 
	    integer *);
    static doublereal eps;



#define IPIV(I) ipiv[(I)-1]
#define FERR(I) ferr[(I)-1]
#define BERR(I) berr[(I)-1]
#define WORK(I) work[(I)-1]
#define IWORK(I) iwork[(I)-1]

#define A(I,J) a[(I)-1 + ((J)-1)* ( *lda)]
#define AF(I,J) af[(I)-1 + ((J)-1)* ( *ldaf)]
#define B(I,J) b[(I)-1 + ((J)-1)* ( *ldb)]
#define X(I,J) x[(I)-1 + ((J)-1)* ( *ldx)]

    *info = 0;
    upper = lsame_(uplo, "U");
    if (! upper && ! lsame_(uplo, "L")) {
	*info = -1;
    } else if (*n < 0) {
	*info = -2;
    } else if (*nrhs < 0) {
	*info = -3;
    } else if (*lda < max(1,*n)) {
	*info = -5;
    } else if (*ldaf < max(1,*n)) {
	*info = -7;
    } else if (*ldb < max(1,*n)) {
	*info = -10;
    } else if (*ldx < max(1,*n)) {
	*info = -12;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("DSYRFS", &i__1);
	return 0;
    }

/*     Quick return if possible */

    if (*n == 0 || *nrhs == 0) {
	i__1 = *nrhs;
	for (j = 1; j <= *nrhs; ++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 <= *nrhs; ++j) {

	count = 1;
	lstres = 3.;
L20:

/*        Loop until stopping criterion is satisfied.   

          Compute residual R = B - A * X */

	dcopy_(n, &B(1,j), &c__1, &WORK(*n + 1), &c__1);
	dsymv_(uplo, n, &c_b12, &A(1,1), lda, &X(1,j), &c__1, 
		&c_b14, &WORK(*n + 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 matr
ix   
          or vector Z.  If the i-th component of the denominator is le
ss   
          than SAFE2, then SAFE1 is added to the i-th components of th
e   
          numerator and denominator before dividing. */

	i__2 = *n;
	for (i = 1; i <= *n; ++i) {
	    WORK(i) = (d__1 = B(i,j), abs(d__1));
/* L30: */
	}

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

	if (upper) {
	    i__2 = *n;
	    for (k = 1; k <= *n; ++k) {
		s = 0.;
		xk = (d__1 = X(k,j), abs(d__1));
		i__3 = k - 1;
		for (i = 1; i <= k-1; ++i) {
		    WORK(i) += (d__1 = A(i,k), abs(d__1)) * xk;
		    s += (d__1 = A(i,k), abs(d__1)) * (d__2 = X(i,j), abs(d__2));
/* L40: */
		}
		WORK(k) = WORK(k) + (d__1 = A(k,k), abs(d__1)) * 
			xk + s;
/* L50: */
	    }
	} else {
	    i__2 = *n;
	    for (k = 1; k <= *n; ++k) {
		s = 0.;
		xk = (d__1 = X(k,j), abs(d__1));
		WORK(k) += (d__1 = A(k,k), abs(d__1)) * xk;
		i__3 = *n;
		for (i = k + 1; i <= *n; ++i) {
		    WORK(i) += (d__1 = A(i,k), abs(d__1)) * xk;
		    s += (d__1 = A(i,k), abs(d__1)) * (d__2 = X(i,j), abs(d__2));
/* L60: */
		}
		WORK(k) += s;
/* L70: */
	    }
	}
	s = 0.;
	i__2 = *n;
	for (i = 1; i <= *n; ++i) {
	    if (WORK(i) > safe2) {
/* Computing MAX */
		d__2 = s, d__3 = (d__1 = WORK(*n + i), abs(d__1)) / WORK(i);
		s = max(d__2,d__3);
	    } else {
/* Computing MAX */
		d__2 = s, d__3 = ((d__1 = WORK(*n + i), abs(d__1)) + safe1) / 
			(WORK(i) + safe1);
		s = max(d__2,d__3);
	    }
/* L80: */
	}
	BERR(j) = s;

/*        Test stopping criterion. Continue iterating if   
             1) The residual BERR(J) is larger than machine epsilon, a
nd   
             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. */

	    dsytrs_(uplo, n, &c__1, &AF(1,1), ldaf, &IPIV(1), &WORK(*n 
		    + 1), n, info);
	    daxpy_(n, &c_b14, &WORK(*n + 1), &c__1, &X(1,j), &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 o
r   
               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 DLACON 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 <= *n; ++i) {
	    if (WORK(i) > safe2) {
		WORK(i) = (d__1 = WORK(*n + i), abs(d__1)) + nz * eps * WORK(
			i);
	    } else {
		WORK(i) = (d__1 = WORK(*n + i), abs(d__1)) + nz * eps * WORK(
			i) + safe1;
	    }
/* L90: */
	}

	kase = 0;
L100:
	dlacon_(n, &WORK((*n << 1) + 1), &WORK(*n + 1), &IWORK(1), &FERR(j), &
		kase);
	if (kase != 0) {
	    if (kase == 1) {

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

		dsytrs_(uplo, n, &c__1, &AF(1,1), ldaf, &IPIV(1), &WORK(
			*n + 1), n, info);
		i__2 = *n;
		for (i = 1; i <= *n; ++i) {
		    WORK(*n + i) = WORK(i) * WORK(*n + i);
/* L110: */
		}
	    } else if (kase == 2) {

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

		i__2 = *n;
		for (i = 1; i <= *n; ++i) {
		    WORK(*n + i) = WORK(i) * WORK(*n + i);
/* L120: */
		}
		dsytrs_(uplo, n, &c__1, &AF(1,1), ldaf, &IPIV(1), &WORK(
			*n + 1), n, info);
	    }
	    goto L100;
	}

/*        Normalize error. */

	lstres = 0.;
	i__2 = *n;
	for (i = 1; i <= *n; ++i) {
/* Computing MAX */
	    d__2 = lstres, d__3 = (d__1 = X(i,j), abs(d__1));
	    lstres = max(d__2,d__3);
/* L130: */
	}
	if (lstres != 0.) {
	    FERR(j) /= lstres;
	}

/* L140: */
    }

    return 0;

/*     End of DSYRFS */

} /* dsyrfs_ */
Ejemplo n.º 2
0
/* Subroutine */ int dsysvx_(char *fact, char *uplo, integer *n, integer *
	nrhs, doublereal *a, integer *lda, doublereal *af, integer *ldaf, 
	integer *ipiv, doublereal *b, integer *ldb, doublereal *x, integer *
	ldx, doublereal *rcond, doublereal *ferr, doublereal *berr, 
	doublereal *work, integer *lwork, integer *iwork, 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;

    /* Local variables */
    integer nb;
    extern logical lsame_(char *, char *);
    doublereal anorm;
    extern doublereal dlamch_(char *);
    logical nofact;
    extern /* Subroutine */ int dlacpy_(char *, integer *, integer *, 
	    doublereal *, integer *, doublereal *, integer *), 
	    xerbla_(char *, integer *);
    extern integer ilaenv_(integer *, char *, char *, integer *, integer *, 
	    integer *, integer *);
    extern doublereal dlansy_(char *, char *, integer *, doublereal *, 
	    integer *, doublereal *);
    extern /* Subroutine */ int dsycon_(char *, integer *, doublereal *, 
	    integer *, integer *, doublereal *, doublereal *, doublereal *, 
	    integer *, integer *), dsyrfs_(char *, integer *, integer 
	    *, doublereal *, integer *, doublereal *, integer *, integer *, 
	    doublereal *, integer *, doublereal *, integer *, doublereal *, 
	    doublereal *, doublereal *, integer *, integer *), 
	    dsytrf_(char *, integer *, doublereal *, integer *, integer *, 
	    doublereal *, integer *, integer *);
    integer lwkopt;
    logical lquery;
    extern /* Subroutine */ int dsytrs_(char *, integer *, integer *, 
	    doublereal *, integer *, integer *, doublereal *, integer *, 
	    integer *);


/*  -- LAPACK driver routine (version 3.1) -- */
/*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/*     November 2006 */

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

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

/*  DSYSVX uses the diagonal pivoting factorization to compute the */
/*  solution to a real system of linear equations A * X = B, */
/*  where A is an N-by-N symmetric matrix and X and B are N-by-NRHS */
/*  matrices. */

/*  Error bounds on the solution and a condition estimate are also */
/*  provided. */

/*  Description */
/*  =========== */

/*  The following steps are performed: */

/*  1. If FACT = 'N', the diagonal pivoting method is used to factor A. */
/*     The form of the factorization is */
/*        A = U * D * U**T,  if UPLO = 'U', or */
/*        A = L * D * L**T,  if UPLO = 'L', */
/*     where U (or L) is a product of permutation and unit upper (lower) */
/*     triangular matrices, and D is symmetric and block diagonal with */
/*     1-by-1 and 2-by-2 diagonal blocks. */

/*  2. If some D(i,i)=0, so that D is exactly singular, then the routine */
/*     returns with INFO = i. Otherwise, the factored form of A is used */
/*     to estimate the condition number of the matrix A.  If the */
/*     reciprocal of the condition number is less than machine precision, */
/*     INFO = N+1 is returned as a warning, but the routine still goes on */
/*     to solve for X and compute error bounds as described below. */

/*  3. The system of equations is solved for X using the factored form */
/*     of A. */

/*  4. Iterative refinement is applied to improve the computed solution */
/*     matrix and calculate error bounds and backward error estimates */
/*     for it. */

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

/*  FACT    (input) CHARACTER*1 */
/*          Specifies whether or not the factored form of A has been */
/*          supplied on entry. */
/*          = 'F':  On entry, AF and IPIV contain the factored form of */
/*                  A.  AF and IPIV will not be modified. */
/*          = 'N':  The matrix A will be copied to AF and factored. */

/*  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. */

/*  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) DOUBLE PRECISION array, dimension (LDA,N) */
/*          The symmetric matrix A.  If UPLO = 'U', the leading N-by-N */
/*          upper triangular part of A contains the upper triangular part */
/*          of the matrix A, and the strictly lower triangular part of A */
/*          is not referenced.  If UPLO = 'L', the leading N-by-N lower */
/*          triangular part of A contains the lower triangular part of */
/*          the matrix A, and the strictly upper triangular part of A is */
/*          not referenced. */

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

/*  AF      (input or output) DOUBLE PRECISION array, dimension (LDAF,N) */
/*          If FACT = 'F', then AF is an input argument and on entry */
/*          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 DSYTRF. */

/*          If FACT = 'N', then AF is an output argument and on exit */
/*          returns 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. */

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

/*  IPIV    (input or output) INTEGER array, dimension (N) */
/*          If FACT = 'F', then IPIV is an input argument and on entry */
/*          contains details of the interchanges and the block structure */
/*          of D, as determined by DSYTRF. */
/*          If IPIV(k) > 0, then rows and columns k and IPIV(k) were */
/*          interchanged and D(k,k) is a 1-by-1 diagonal block. */
/*          If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and */
/*          columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k) */
/*          is a 2-by-2 diagonal block.  If UPLO = 'L' and IPIV(k) = */
/*          IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were */
/*          interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block. */

/*          If FACT = 'N', then IPIV is an output argument and on exit */
/*          contains details of the interchanges and the block structure */
/*          of D, as determined by DSYTRF. */

/*  B       (input) DOUBLE PRECISION array, dimension (LDB,NRHS) */
/*          The N-by-NRHS right hand side matrix B. */

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

/*  X       (output) DOUBLE PRECISION array, dimension (LDX,NRHS) */
/*          If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X. */

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

/*  RCOND   (output) DOUBLE PRECISION */
/*          The estimate of the reciprocal condition number of the matrix */
/*          A.  If RCOND is less than the machine precision (in */
/*          particular, if RCOND = 0), the matrix is singular to working */
/*          precision.  This condition is indicated by a return code of */
/*          INFO > 0. */

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

/*  LWORK   (input) INTEGER */
/*          The length of WORK.  LWORK >= max(1,3*N), and for best */
/*          performance, when FACT = 'N', LWORK >= max(1,3*N,N*NB), where */
/*          NB is the optimal blocksize for DSYTRF. */

/*          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) INTEGER array, dimension (N) */

/*  INFO    (output) INTEGER */
/*          = 0: successful exit */
/*          < 0: if INFO = -i, the i-th argument had an illegal value */
/*          > 0: if INFO = i, and i is */
/*                <= N:  D(i,i) is exactly zero.  The factorization */
/*                       has been completed but the factor D is exactly */
/*                       singular, so the solution and error bounds could */
/*                       not be computed. RCOND = 0 is returned. */
/*                = N+1: D is nonsingular, but RCOND is less than machine */
/*                       precision, meaning that the matrix is singular */
/*                       to working precision.  Nevertheless, the */
/*                       solution and error bounds are computed because */
/*                       there are a number of situations where the */
/*                       computed solution can be more accurate than the */
/*                       value of RCOND would suggest. */

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

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

/*     Test the input parameters. */

    /* Parameter adjustments */
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    af_dim1 = *ldaf;
    af_offset = 1 + af_dim1;
    af -= af_offset;
    --ipiv;
    b_dim1 = *ldb;
    b_offset = 1 + b_dim1;
    b -= b_offset;
    x_dim1 = *ldx;
    x_offset = 1 + x_dim1;
    x -= x_offset;
    --ferr;
    --berr;
    --work;
    --iwork;

    /* Function Body */
    *info = 0;
    nofact = lsame_(fact, "N");
    lquery = *lwork == -1;
    if (! nofact && ! lsame_(fact, "F")) {
	*info = -1;
    } else if (! lsame_(uplo, "U") && ! lsame_(uplo, 
	    "L")) {
	*info = -2;
    } else if (*n < 0) {
	*info = -3;
    } else if (*nrhs < 0) {
	*info = -4;
    } else if (*lda < max(1,*n)) {
	*info = -6;
    } else if (*ldaf < max(1,*n)) {
	*info = -8;
    } else if (*ldb < max(1,*n)) {
	*info = -11;
    } else if (*ldx < max(1,*n)) {
	*info = -13;
    } else /* if(complicated condition) */ {
/* Computing MAX */
	i__1 = 1, i__2 = *n * 3;
	if (*lwork < max(i__1,i__2) && ! lquery) {
	    *info = -18;
	}
    }

    if (*info == 0) {
/* Computing MAX */
	i__1 = 1, i__2 = *n * 3;
	lwkopt = max(i__1,i__2);
	if (nofact) {
	    nb = ilaenv_(&c__1, "DSYTRF", uplo, n, &c_n1, &c_n1, &c_n1);
/* Computing MAX */
	    i__1 = lwkopt, i__2 = *n * nb;
	    lwkopt = max(i__1,i__2);
	}
	work[1] = (doublereal) lwkopt;
    }

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

    if (nofact) {

/*        Compute the factorization A = U*D*U' or A = L*D*L'. */

	dlacpy_(uplo, n, n, &a[a_offset], lda, &af[af_offset], ldaf);
	dsytrf_(uplo, n, &af[af_offset], ldaf, &ipiv[1], &work[1], lwork, 
		info);

/*        Return if INFO is non-zero. */

	if (*info > 0) {
	    *rcond = 0.;
	    return 0;
	}
    }

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

    anorm = dlansy_("I", uplo, n, &a[a_offset], lda, &work[1]);

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

    dsycon_(uplo, n, &af[af_offset], ldaf, &ipiv[1], &anorm, rcond, &work[1], 
	    &iwork[1], info);

/*     Compute the solution vectors X. */

    dlacpy_("Full", n, nrhs, &b[b_offset], ldb, &x[x_offset], ldx);
    dsytrs_(uplo, n, nrhs, &af[af_offset], ldaf, &ipiv[1], &x[x_offset], ldx, 
	    info);

/*     Use iterative refinement to improve the computed solutions and */
/*     compute error bounds and backward error estimates for them. */

    dsyrfs_(uplo, n, nrhs, &a[a_offset], lda, &af[af_offset], ldaf, &ipiv[1], 
	    &b[b_offset], ldb, &x[x_offset], ldx, &ferr[1], &berr[1], &work[1]
, &iwork[1], info);

/*     Set INFO = N+1 if the matrix is singular to working precision. */

    if (*rcond < dlamch_("Epsilon")) {
	*info = *n + 1;
    }

    work[1] = (doublereal) lwkopt;

    return 0;

/*     End of DSYSVX */

} /* dsysvx_ */
Ejemplo n.º 3
0
/* Subroutine */ int dchksy_(logical *dotype, integer *nn, integer *nval, 
	integer *nnb, integer *nbval, integer *nns, integer *nsval, 
	doublereal *thresh, logical *tsterr, integer *nmax, doublereal *a, 
	doublereal *afac, doublereal *ainv, doublereal *b, doublereal *x, 
	doublereal *xact, doublereal *work, doublereal *rwork, integer *iwork,
	 integer *nout)
{
    /* Initialized data */

    static integer iseedy[4] = { 1988,1989,1990,1991 };
    static char uplos[1*2] = "U" "L";

    /* Format strings */
    static char fmt_9999[] = "(\002 UPLO = '\002,a1,\002', N =\002,i5,\002, "
	    "NB =\002,i4,\002, type \002,i2,\002, test \002,i2,\002, ratio "
	    "=\002,g12.5)";
    static char fmt_9998[] = "(\002 UPLO = '\002,a1,\002', N =\002,i5,\002, "
	    "NRHS=\002,i3,\002, type \002,i2,\002, test(\002,i2,\002) =\002,g"
	    "12.5)";
    static char fmt_9997[] = "(\002 UPLO = '\002,a1,\002', N =\002,i5,\002"
	    ",\002,10x,\002 type \002,i2,\002, test(\002,i2,\002) =\002,g12.5)"
	    ;

    /* System generated locals */
    integer i__1, i__2, i__3, i__4;

    /* Builtin functions   
       Subroutine */ int s_copy(char *, char *, ftnlen, ftnlen);
    integer s_wsfe(cilist *), do_fio(integer *, char *, ftnlen), e_wsfe(void);

    /* Local variables */
    static integer ioff, mode, imat, info;
    static char path[3], dist[1];
    static integer irhs, nrhs;
    static char uplo[1], type__[1];
    static integer nrun, i__, j, k;
    extern /* Subroutine */ int alahd_(integer *, char *);
    static integer n;
    extern /* Subroutine */ int dget04_(integer *, integer *, doublereal *, 
	    integer *, doublereal *, integer *, doublereal *, doublereal *);
    static integer nfail, iseed[4];
    extern doublereal dget06_(doublereal *, doublereal *);
    static doublereal rcond;
    static integer nimat;
    extern /* Subroutine */ int dpot02_(char *, integer *, integer *, 
	    doublereal *, integer *, doublereal *, integer *, doublereal *, 
	    integer *, doublereal *, doublereal *), dpot03_(char *, 
	    integer *, doublereal *, integer *, doublereal *, integer *, 
	    doublereal *, integer *, doublereal *, doublereal *, doublereal *), dpot05_(char *, integer *, integer *, doublereal *, 
	    integer *, doublereal *, integer *, doublereal *, integer *, 
	    doublereal *, integer *, doublereal *, doublereal *, doublereal *);
    static doublereal anorm;
    extern /* Subroutine */ int dsyt01_(char *, integer *, doublereal *, 
	    integer *, doublereal *, integer *, integer *, doublereal *, 
	    integer *, doublereal *, doublereal *);
    static integer iuplo, izero, i1, i2, nerrs, lwork;
    static logical zerot;
    static char xtype[1];
    extern /* Subroutine */ int dlatb4_(char *, integer *, integer *, integer 
	    *, char *, integer *, integer *, doublereal *, integer *, 
	    doublereal *, char *);
    static integer nb, in, kl;
    extern /* Subroutine */ int alaerh_(char *, char *, integer *, integer *, 
	    char *, integer *, integer *, integer *, integer *, integer *, 
	    integer *, integer *, integer *, integer *);
    static integer ku, nt;
    static doublereal rcondc;
    extern /* Subroutine */ int dlacpy_(char *, integer *, integer *, 
	    doublereal *, integer *, doublereal *, integer *), 
	    dlarhs_(char *, char *, char *, char *, integer *, integer *, 
	    integer *, integer *, integer *, doublereal *, integer *, 
	    doublereal *, integer *, doublereal *, integer *, integer *, 
	    integer *), alasum_(char *, 
	    integer *, integer *, integer *, integer *);
    static doublereal cndnum;
    extern /* Subroutine */ int dlatms_(integer *, integer *, char *, integer 
	    *, char *, doublereal *, integer *, doublereal *, doublereal *, 
	    integer *, integer *, char *, doublereal *, integer *, doublereal 
	    *, integer *);
    extern doublereal dlansy_(char *, char *, integer *, doublereal *, 
	    integer *, doublereal *);
    static logical trfcon;
    extern /* Subroutine */ int xlaenv_(integer *, integer *), dsycon_(char *,
	     integer *, doublereal *, integer *, integer *, doublereal *, 
	    doublereal *, doublereal *, integer *, integer *), 
	    derrsy_(char *, integer *), dsyrfs_(char *, integer *, 
	    integer *, doublereal *, integer *, doublereal *, integer *, 
	    integer *, doublereal *, integer *, doublereal *, integer *, 
	    doublereal *, doublereal *, doublereal *, integer *, integer *), dsytrf_(char *, integer *, doublereal *, integer *, 
	    integer *, doublereal *, integer *, integer *);
    static doublereal result[8];
    extern /* Subroutine */ int dsytri_(char *, integer *, doublereal *, 
	    integer *, integer *, doublereal *, integer *), dsytrs_(
	    char *, integer *, integer *, doublereal *, integer *, integer *, 
	    doublereal *, integer *, integer *);
    static integer lda, inb;

    /* Fortran I/O blocks */
    static cilist io___39 = { 0, 0, 0, fmt_9999, 0 };
    static cilist io___42 = { 0, 0, 0, fmt_9998, 0 };
    static cilist io___44 = { 0, 0, 0, fmt_9997, 0 };



/*  -- LAPACK test routine (version 3.0) --   
       Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,   
       Courant Institute, Argonne National Lab, and Rice University   
       December 7, 1999   


    Purpose   
    =======   

    DCHKSY tests DSYTRF, -TRI, -TRS, -RFS, and -CON.   

    Arguments   
    =========   

    DOTYPE  (input) LOGICAL array, dimension (NTYPES)   
            The matrix types to be used for testing.  Matrices of type j   
            (for 1 <= j <= NTYPES) are used for testing if DOTYPE(j) =   
            .TRUE.; if DOTYPE(j) = .FALSE., then type j is not used.   

    NN      (input) INTEGER   
            The number of values of N contained in the vector NVAL.   

    NVAL    (input) INTEGER array, dimension (NN)   
            The values of the matrix dimension N.   

    NNB     (input) INTEGER   
            The number of values of NB contained in the vector NBVAL.   

    NBVAL   (input) INTEGER array, dimension (NBVAL)   
            The values of the blocksize NB.   

    NNS     (input) INTEGER   
            The number of values of NRHS contained in the vector NSVAL.   

    NSVAL   (input) INTEGER array, dimension (NNS)   
            The values of the number of right hand sides NRHS.   

    THRESH  (input) DOUBLE PRECISION   
            The threshold value for the test ratios.  A result is   
            included in the output file if RESULT >= THRESH.  To have   
            every test ratio printed, use THRESH = 0.   

    TSTERR  (input) LOGICAL   
            Flag that indicates whether error exits are to be tested.   

    NMAX    (input) INTEGER   
            The maximum value permitted for N, used in dimensioning the   
            work arrays.   

    A       (workspace) DOUBLE PRECISION array, dimension (NMAX*NMAX)   

    AFAC    (workspace) DOUBLE PRECISION array, dimension (NMAX*NMAX)   

    AINV    (workspace) DOUBLE PRECISION array, dimension (NMAX*NMAX)   

    B       (workspace) DOUBLE PRECISION array, dimension (NMAX*NSMAX)   
            where NSMAX is the largest entry in NSVAL.   

    X       (workspace) DOUBLE PRECISION array, dimension (NMAX*NSMAX)   

    XACT    (workspace) DOUBLE PRECISION array, dimension (NMAX*NSMAX)   

    WORK    (workspace) DOUBLE PRECISION array, dimension   
                        (NMAX*max(3,NSMAX))   

    RWORK   (workspace) DOUBLE PRECISION array, dimension   
                        (max(NMAX,2*NSMAX))   

    IWORK   (workspace) INTEGER array, dimension (2*NMAX)   

    NOUT    (input) INTEGER   
            The unit number for output.   

    =====================================================================   

       Parameter adjustments */
    --iwork;
    --rwork;
    --work;
    --xact;
    --x;
    --b;
    --ainv;
    --afac;
    --a;
    --nsval;
    --nbval;
    --nval;
    --dotype;

    /* Function Body   

       Initialize constants and the random number seed. */

    s_copy(path, "Double precision", (ftnlen)1, (ftnlen)16);
    s_copy(path + 1, "SY", (ftnlen)2, (ftnlen)2);
    nrun = 0;
    nfail = 0;
    nerrs = 0;
    for (i__ = 1; i__ <= 4; ++i__) {
	iseed[i__ - 1] = iseedy[i__ - 1];
/* L10: */
    }

/*     Test the error exits */

    if (*tsterr) {
	derrsy_(path, nout);
    }
    infoc_1.infot = 0;
    xlaenv_(&c__2, &c__2);

/*     Do for each value of N in NVAL */

    i__1 = *nn;
    for (in = 1; in <= i__1; ++in) {
	n = nval[in];
	lda = max(n,1);
	*(unsigned char *)xtype = 'N';
	nimat = 10;
	if (n <= 0) {
	    nimat = 1;
	}

	izero = 0;
	i__2 = nimat;
	for (imat = 1; imat <= i__2; ++imat) {

/*           Do the tests only if DOTYPE( IMAT ) is true. */

	    if (! dotype[imat]) {
		goto L170;
	    }

/*           Skip types 3, 4, 5, or 6 if the matrix size is too small. */

	    zerot = imat >= 3 && imat <= 6;
	    if (zerot && n < imat - 2) {
		goto L170;
	    }

/*           Do first for UPLO = 'U', then for UPLO = 'L' */

	    for (iuplo = 1; iuplo <= 2; ++iuplo) {
		*(unsigned char *)uplo = *(unsigned char *)&uplos[iuplo - 1];

/*              Set up parameters with DLATB4 and generate a test matrix   
                with DLATMS. */

		dlatb4_(path, &imat, &n, &n, type__, &kl, &ku, &anorm, &mode, 
			&cndnum, dist);

		s_copy(srnamc_1.srnamt, "DLATMS", (ftnlen)6, (ftnlen)6);
		dlatms_(&n, &n, dist, iseed, type__, &rwork[1], &mode, &
			cndnum, &anorm, &kl, &ku, uplo, &a[1], &lda, &work[1],
			 &info);

/*              Check error code from DLATMS. */

		if (info != 0) {
		    alaerh_(path, "DLATMS", &info, &c__0, uplo, &n, &n, &c_n1,
			     &c_n1, &c_n1, &imat, &nfail, &nerrs, nout);
		    goto L160;
		}

/*              For types 3-6, zero one or more rows and columns of   
                the matrix to test that INFO is returned correctly. */

		if (zerot) {
		    if (imat == 3) {
			izero = 1;
		    } else if (imat == 4) {
			izero = n;
		    } else {
			izero = n / 2 + 1;
		    }

		    if (imat < 6) {

/*                    Set row and column IZERO to zero. */

			if (iuplo == 1) {
			    ioff = (izero - 1) * lda;
			    i__3 = izero - 1;
			    for (i__ = 1; i__ <= i__3; ++i__) {
				a[ioff + i__] = 0.;
/* L20: */
			    }
			    ioff += izero;
			    i__3 = n;
			    for (i__ = izero; i__ <= i__3; ++i__) {
				a[ioff] = 0.;
				ioff += lda;
/* L30: */
			    }
			} else {
			    ioff = izero;
			    i__3 = izero - 1;
			    for (i__ = 1; i__ <= i__3; ++i__) {
				a[ioff] = 0.;
				ioff += lda;
/* L40: */
			    }
			    ioff -= izero;
			    i__3 = n;
			    for (i__ = izero; i__ <= i__3; ++i__) {
				a[ioff + i__] = 0.;
/* L50: */
			    }
			}
		    } else {
			ioff = 0;
			if (iuplo == 1) {

/*                       Set the first IZERO rows and columns to zero. */

			    i__3 = n;
			    for (j = 1; j <= i__3; ++j) {
				i2 = min(j,izero);
				i__4 = i2;
				for (i__ = 1; i__ <= i__4; ++i__) {
				    a[ioff + i__] = 0.;
/* L60: */
				}
				ioff += lda;
/* L70: */
			    }
			} else {

/*                       Set the last IZERO rows and columns to zero. */

			    i__3 = n;
			    for (j = 1; j <= i__3; ++j) {
				i1 = max(j,izero);
				i__4 = n;
				for (i__ = i1; i__ <= i__4; ++i__) {
				    a[ioff + i__] = 0.;
/* L80: */
				}
				ioff += lda;
/* L90: */
			    }
			}
		    }
		} else {
		    izero = 0;
		}

/*              Do for each value of NB in NBVAL */

		i__3 = *nnb;
		for (inb = 1; inb <= i__3; ++inb) {
		    nb = nbval[inb];
		    xlaenv_(&c__1, &nb);

/*                 Compute the L*D*L' or U*D*U' factorization of the   
                   matrix. */

		    dlacpy_(uplo, &n, &n, &a[1], &lda, &afac[1], &lda);
		    lwork = max(2,nb) * lda;
		    s_copy(srnamc_1.srnamt, "DSYTRF", (ftnlen)6, (ftnlen)6);
		    dsytrf_(uplo, &n, &afac[1], &lda, &iwork[1], &ainv[1], &
			    lwork, &info);

/*                 Adjust the expected value of INFO to account for   
                   pivoting. */

		    k = izero;
		    if (k > 0) {
L100:
			if (iwork[k] < 0) {
			    if (iwork[k] != -k) {
				k = -iwork[k];
				goto L100;
			    }
			} else if (iwork[k] != k) {
			    k = iwork[k];
			    goto L100;
			}
		    }

/*                 Check error code from DSYTRF. */

		    if (info != k) {
			alaerh_(path, "DSYTRF", &info, &k, uplo, &n, &n, &
				c_n1, &c_n1, &nb, &imat, &nfail, &nerrs, nout);
		    }
		    if (info != 0) {
			trfcon = TRUE_;
		    } else {
			trfcon = FALSE_;
		    }

/* +    TEST 1   
                   Reconstruct matrix from factors and compute residual. */

		    dsyt01_(uplo, &n, &a[1], &lda, &afac[1], &lda, &iwork[1], 
			    &ainv[1], &lda, &rwork[1], result);
		    nt = 1;

/* +    TEST 2   
                   Form the inverse and compute the residual. */

		    if (inb == 1 && ! trfcon) {
			dlacpy_(uplo, &n, &n, &afac[1], &lda, &ainv[1], &lda);
			s_copy(srnamc_1.srnamt, "DSYTRI", (ftnlen)6, (ftnlen)
				6);
			dsytri_(uplo, &n, &ainv[1], &lda, &iwork[1], &work[1],
				 &info);

/*                 Check error code from DSYTRI. */

			if (info != 0) {
			    alaerh_(path, "DSYTRI", &info, &c_n1, uplo, &n, &
				    n, &c_n1, &c_n1, &c_n1, &imat, &nfail, &
				    nerrs, nout);
			}

			dpot03_(uplo, &n, &a[1], &lda, &ainv[1], &lda, &work[
				1], &lda, &rwork[1], &rcondc, &result[1]);
			nt = 2;
		    }

/*                 Print information about the tests that did not pass   
                   the threshold. */

		    i__4 = nt;
		    for (k = 1; k <= i__4; ++k) {
			if (result[k - 1] >= *thresh) {
			    if (nfail == 0 && nerrs == 0) {
				alahd_(nout, path);
			    }
			    io___39.ciunit = *nout;
			    s_wsfe(&io___39);
			    do_fio(&c__1, uplo, (ftnlen)1);
			    do_fio(&c__1, (char *)&n, (ftnlen)sizeof(integer))
				    ;
			    do_fio(&c__1, (char *)&nb, (ftnlen)sizeof(integer)
				    );
			    do_fio(&c__1, (char *)&imat, (ftnlen)sizeof(
				    integer));
			    do_fio(&c__1, (char *)&k, (ftnlen)sizeof(integer))
				    ;
			    do_fio(&c__1, (char *)&result[k - 1], (ftnlen)
				    sizeof(doublereal));
			    e_wsfe();
			    ++nfail;
			}
/* L110: */
		    }
		    nrun += nt;

/*                 Skip the other tests if this is not the first block   
                   size. */

		    if (inb > 1) {
			goto L150;
		    }

/*                 Do only the condition estimate if INFO is not 0. */

		    if (trfcon) {
			rcondc = 0.;
			goto L140;
		    }

		    i__4 = *nns;
		    for (irhs = 1; irhs <= i__4; ++irhs) {
			nrhs = nsval[irhs];

/* +    TEST 3   
                   Solve and compute residual for  A * X = B. */

			s_copy(srnamc_1.srnamt, "DLARHS", (ftnlen)6, (ftnlen)
				6);
			dlarhs_(path, xtype, uplo, " ", &n, &n, &kl, &ku, &
				nrhs, &a[1], &lda, &xact[1], &lda, &b[1], &
				lda, iseed, &info);
			dlacpy_("Full", &n, &nrhs, &b[1], &lda, &x[1], &lda);

			s_copy(srnamc_1.srnamt, "DSYTRS", (ftnlen)6, (ftnlen)
				6);
			dsytrs_(uplo, &n, &nrhs, &afac[1], &lda, &iwork[1], &
				x[1], &lda, &info);

/*                 Check error code from DSYTRS. */

			if (info != 0) {
			    alaerh_(path, "DSYTRS", &info, &c__0, uplo, &n, &
				    n, &c_n1, &c_n1, &nrhs, &imat, &nfail, &
				    nerrs, nout);
			}

			dlacpy_("Full", &n, &nrhs, &b[1], &lda, &work[1], &
				lda);
			dpot02_(uplo, &n, &nrhs, &a[1], &lda, &x[1], &lda, &
				work[1], &lda, &rwork[1], &result[2]);

/* +    TEST 4   
                   Check solution from generated exact solution. */

			dget04_(&n, &nrhs, &x[1], &lda, &xact[1], &lda, &
				rcondc, &result[3]);

/* +    TESTS 5, 6, and 7   
                   Use iterative refinement to improve the solution. */

			s_copy(srnamc_1.srnamt, "DSYRFS", (ftnlen)6, (ftnlen)
				6);
			dsyrfs_(uplo, &n, &nrhs, &a[1], &lda, &afac[1], &lda, 
				&iwork[1], &b[1], &lda, &x[1], &lda, &rwork[1]
				, &rwork[nrhs + 1], &work[1], &iwork[n + 1], &
				info);

/*                 Check error code from DSYRFS. */

			if (info != 0) {
			    alaerh_(path, "DSYRFS", &info, &c__0, uplo, &n, &
				    n, &c_n1, &c_n1, &nrhs, &imat, &nfail, &
				    nerrs, nout);
			}

			dget04_(&n, &nrhs, &x[1], &lda, &xact[1], &lda, &
				rcondc, &result[4]);
			dpot05_(uplo, &n, &nrhs, &a[1], &lda, &b[1], &lda, &x[
				1], &lda, &xact[1], &lda, &rwork[1], &rwork[
				nrhs + 1], &result[5]);

/*                    Print information about the tests that did not pass   
                      the threshold. */

			for (k = 3; k <= 7; ++k) {
			    if (result[k - 1] >= *thresh) {
				if (nfail == 0 && nerrs == 0) {
				    alahd_(nout, path);
				}
				io___42.ciunit = *nout;
				s_wsfe(&io___42);
				do_fio(&c__1, uplo, (ftnlen)1);
				do_fio(&c__1, (char *)&n, (ftnlen)sizeof(
					integer));
				do_fio(&c__1, (char *)&nrhs, (ftnlen)sizeof(
					integer));
				do_fio(&c__1, (char *)&imat, (ftnlen)sizeof(
					integer));
				do_fio(&c__1, (char *)&k, (ftnlen)sizeof(
					integer));
				do_fio(&c__1, (char *)&result[k - 1], (ftnlen)
					sizeof(doublereal));
				e_wsfe();
				++nfail;
			    }
/* L120: */
			}
			nrun += 5;
/* L130: */
		    }

/* +    TEST 8   
                   Get an estimate of RCOND = 1/CNDNUM. */

L140:
		    anorm = dlansy_("1", uplo, &n, &a[1], &lda, &rwork[1]);
		    s_copy(srnamc_1.srnamt, "DSYCON", (ftnlen)6, (ftnlen)6);
		    dsycon_(uplo, &n, &afac[1], &lda, &iwork[1], &anorm, &
			    rcond, &work[1], &iwork[n + 1], &info);

/*                 Check error code from DSYCON. */

		    if (info != 0) {
			alaerh_(path, "DSYCON", &info, &c__0, uplo, &n, &n, &
				c_n1, &c_n1, &c_n1, &imat, &nfail, &nerrs, 
				nout);
		    }

		    result[7] = dget06_(&rcond, &rcondc);

/*                 Print information about the tests that did not pass   
                   the threshold. */

		    if (result[7] >= *thresh) {
			if (nfail == 0 && nerrs == 0) {
			    alahd_(nout, path);
			}
			io___44.ciunit = *nout;
			s_wsfe(&io___44);
			do_fio(&c__1, uplo, (ftnlen)1);
			do_fio(&c__1, (char *)&n, (ftnlen)sizeof(integer));
			do_fio(&c__1, (char *)&imat, (ftnlen)sizeof(integer));
			do_fio(&c__1, (char *)&c__8, (ftnlen)sizeof(integer));
			do_fio(&c__1, (char *)&result[7], (ftnlen)sizeof(
				doublereal));
			e_wsfe();
			++nfail;
		    }
		    ++nrun;
L150:
		    ;
		}

L160:
		;
	    }
L170:
	    ;
	}
/* L180: */
    }

/*     Print a summary of the results. */

    alasum_(path, nout, &nfail, &nrun, &nerrs);

    return 0;

/*     End of DCHKSY */

} /* dchksy_ */
Ejemplo n.º 4
0
/* Subroutine */ int derrsy_(char *path, integer *nunit)
{
    /* Builtin functions */
    integer s_wsle(cilist *), e_wsle(void);
    /* Subroutine */ int s_copy(char *, char *, ftnlen, ftnlen);

    /* Local variables */
    static integer info;
    static doublereal anrm, a[16]	/* was [4][4] */, b[4];
    static integer i__, j;
    static doublereal w[12], x[4], rcond;
    static char c2[2];
    static doublereal r1[4], r2[4], af[16]	/* was [4][4] */;
    extern /* Subroutine */ int dsytf2_(char *, integer *, doublereal *, 
	    integer *, integer *, integer *);
    static integer ip[4], iw[4];
    extern /* Subroutine */ int alaesm_(char *, logical *, integer *);
    extern logical lsamen_(integer *, char *, char *);
    extern /* Subroutine */ int chkxer_(char *, integer *, integer *, logical 
	    *, logical *), dspcon_(char *, integer *, doublereal *, 
	    integer *, doublereal *, doublereal *, doublereal *, integer *, 
	    integer *), dsycon_(char *, integer *, doublereal *, 
	    integer *, integer *, doublereal *, doublereal *, doublereal *, 
	    integer *, integer *), dsprfs_(char *, integer *, integer 
	    *, doublereal *, doublereal *, integer *, doublereal *, integer *,
	     doublereal *, integer *, doublereal *, doublereal *, doublereal *
	    , integer *, integer *), dsptrf_(char *, integer *, 
	    doublereal *, integer *, integer *), dsptri_(char *, 
	    integer *, doublereal *, integer *, doublereal *, integer *), dsyrfs_(char *, integer *, integer *, doublereal *, 
	    integer *, doublereal *, integer *, integer *, doublereal *, 
	    integer *, doublereal *, integer *, doublereal *, doublereal *, 
	    doublereal *, integer *, integer *), dsytrf_(char *, 
	    integer *, doublereal *, integer *, integer *, doublereal *, 
	    integer *, integer *), dsytri_(char *, integer *, 
	    doublereal *, integer *, integer *, doublereal *, integer *), dsptrs_(char *, integer *, integer *, doublereal *, 
	    integer *, doublereal *, integer *, integer *), dsytrs_(
	    char *, integer *, integer *, doublereal *, integer *, integer *, 
	    doublereal *, integer *, integer *);

    /* Fortran I/O blocks */
    static cilist io___1 = { 0, 0, 0, 0, 0 };



#define a_ref(a_1,a_2) a[(a_2)*4 + a_1 - 5]
#define af_ref(a_1,a_2) af[(a_2)*4 + a_1 - 5]


/*  -- LAPACK test routine (version 3.0) --   
       Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,   
       Courant Institute, Argonne National Lab, and Rice University   
       February 29, 1992   


    Purpose   
    =======   

    DERRSY tests the error exits for the DOUBLE PRECISION routines   
    for symmetric indefinite matrices.   

    Arguments   
    =========   

    PATH    (input) CHARACTER*3   
            The LAPACK path name for the routines to be tested.   

    NUNIT   (input) INTEGER   
            The unit number for output.   

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


    infoc_1.nout = *nunit;
    io___1.ciunit = infoc_1.nout;
    s_wsle(&io___1);
    e_wsle();
    s_copy(c2, path + 1, (ftnlen)2, (ftnlen)2);

/*     Set the variables to innocuous values. */

    for (j = 1; j <= 4; ++j) {
	for (i__ = 1; i__ <= 4; ++i__) {
	    a_ref(i__, j) = 1. / (doublereal) (i__ + j);
	    af_ref(i__, j) = 1. / (doublereal) (i__ + j);
/* L10: */
	}
	b[j - 1] = 0.;
	r1[j - 1] = 0.;
	r2[j - 1] = 0.;
	w[j - 1] = 0.;
	x[j - 1] = 0.;
	ip[j - 1] = j;
	iw[j - 1] = j;
/* L20: */
    }
    anrm = 1.;
    rcond = 1.;
    infoc_1.ok = TRUE_;

    if (lsamen_(&c__2, c2, "SY")) {

/*        Test error exits of the routines that use the Bunch-Kaufman   
          factorization of a symmetric indefinite matrix.   

          DSYTRF */

	s_copy(srnamc_1.srnamt, "DSYTRF", (ftnlen)6, (ftnlen)6);
	infoc_1.infot = 1;
	dsytrf_("/", &c__0, a, &c__1, ip, w, &c__1, &info);
	chkxer_("DSYTRF", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	dsytrf_("U", &c_n1, a, &c__1, ip, w, &c__1, &info);
	chkxer_("DSYTRF", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 4;
	dsytrf_("U", &c__2, a, &c__1, ip, w, &c__4, &info);
	chkxer_("DSYTRF", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        DSYTF2 */

	s_copy(srnamc_1.srnamt, "DSYTF2", (ftnlen)6, (ftnlen)6);
	infoc_1.infot = 1;
	dsytf2_("/", &c__0, a, &c__1, ip, &info);
	chkxer_("DSYTF2", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	dsytf2_("U", &c_n1, a, &c__1, ip, &info);
	chkxer_("DSYTF2", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 4;
	dsytf2_("U", &c__2, a, &c__1, ip, &info);
	chkxer_("DSYTF2", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        DSYTRI */

	s_copy(srnamc_1.srnamt, "DSYTRI", (ftnlen)6, (ftnlen)6);
	infoc_1.infot = 1;
	dsytri_("/", &c__0, a, &c__1, ip, w, &info);
	chkxer_("DSYTRI", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	dsytri_("U", &c_n1, a, &c__1, ip, w, &info);
	chkxer_("DSYTRI", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 4;
	dsytri_("U", &c__2, a, &c__1, ip, w, &info);
	chkxer_("DSYTRI", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        DSYTRS */

	s_copy(srnamc_1.srnamt, "DSYTRS", (ftnlen)6, (ftnlen)6);
	infoc_1.infot = 1;
	dsytrs_("/", &c__0, &c__0, a, &c__1, ip, b, &c__1, &info);
	chkxer_("DSYTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	dsytrs_("U", &c_n1, &c__0, a, &c__1, ip, b, &c__1, &info);
	chkxer_("DSYTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 3;
	dsytrs_("U", &c__0, &c_n1, a, &c__1, ip, b, &c__1, &info);
	chkxer_("DSYTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 5;
	dsytrs_("U", &c__2, &c__1, a, &c__1, ip, b, &c__2, &info);
	chkxer_("DSYTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 8;
	dsytrs_("U", &c__2, &c__1, a, &c__2, ip, b, &c__1, &info);
	chkxer_("DSYTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        DSYRFS */

	s_copy(srnamc_1.srnamt, "DSYRFS", (ftnlen)6, (ftnlen)6);
	infoc_1.infot = 1;
	dsyrfs_("/", &c__0, &c__0, a, &c__1, af, &c__1, ip, b, &c__1, x, &
		c__1, r1, r2, w, iw, &info);
	chkxer_("DSYRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	dsyrfs_("U", &c_n1, &c__0, a, &c__1, af, &c__1, ip, b, &c__1, x, &
		c__1, r1, r2, w, iw, &info);
	chkxer_("DSYRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 3;
	dsyrfs_("U", &c__0, &c_n1, a, &c__1, af, &c__1, ip, b, &c__1, x, &
		c__1, r1, r2, w, iw, &info);
	chkxer_("DSYRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 5;
	dsyrfs_("U", &c__2, &c__1, a, &c__1, af, &c__2, ip, b, &c__2, x, &
		c__2, r1, r2, w, iw, &info);
	chkxer_("DSYRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 7;
	dsyrfs_("U", &c__2, &c__1, a, &c__2, af, &c__1, ip, b, &c__2, x, &
		c__2, r1, r2, w, iw, &info);
	chkxer_("DSYRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 10;
	dsyrfs_("U", &c__2, &c__1, a, &c__2, af, &c__2, ip, b, &c__1, x, &
		c__2, r1, r2, w, iw, &info);
	chkxer_("DSYRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 12;
	dsyrfs_("U", &c__2, &c__1, a, &c__2, af, &c__2, ip, b, &c__2, x, &
		c__1, r1, r2, w, iw, &info);
	chkxer_("DSYRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        DSYCON */

	s_copy(srnamc_1.srnamt, "DSYCON", (ftnlen)6, (ftnlen)6);
	infoc_1.infot = 1;
	dsycon_("/", &c__0, a, &c__1, ip, &anrm, &rcond, w, iw, &info);
	chkxer_("DSYCON", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	dsycon_("U", &c_n1, a, &c__1, ip, &anrm, &rcond, w, iw, &info);
	chkxer_("DSYCON", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 4;
	dsycon_("U", &c__2, a, &c__1, ip, &anrm, &rcond, w, iw, &info);
	chkxer_("DSYCON", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 6;
	dsycon_("U", &c__1, a, &c__1, ip, &c_b152, &rcond, w, iw, &info);
	chkxer_("DSYCON", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

    } else if (lsamen_(&c__2, c2, "SP")) {

/*        Test error exits of the routines that use the Bunch-Kaufman   
          factorization of a symmetric indefinite packed matrix.   

          DSPTRF */

	s_copy(srnamc_1.srnamt, "DSPTRF", (ftnlen)6, (ftnlen)6);
	infoc_1.infot = 1;
	dsptrf_("/", &c__0, a, ip, &info);
	chkxer_("DSPTRF", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	dsptrf_("U", &c_n1, a, ip, &info);
	chkxer_("DSPTRF", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        DSPTRI */

	s_copy(srnamc_1.srnamt, "DSPTRI", (ftnlen)6, (ftnlen)6);
	infoc_1.infot = 1;
	dsptri_("/", &c__0, a, ip, w, &info);
	chkxer_("DSPTRI", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	dsptri_("U", &c_n1, a, ip, w, &info);
	chkxer_("DSPTRI", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        DSPTRS */

	s_copy(srnamc_1.srnamt, "DSPTRS", (ftnlen)6, (ftnlen)6);
	infoc_1.infot = 1;
	dsptrs_("/", &c__0, &c__0, a, ip, b, &c__1, &info);
	chkxer_("DSPTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	dsptrs_("U", &c_n1, &c__0, a, ip, b, &c__1, &info);
	chkxer_("DSPTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 3;
	dsptrs_("U", &c__0, &c_n1, a, ip, b, &c__1, &info);
	chkxer_("DSPTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 7;
	dsptrs_("U", &c__2, &c__1, a, ip, b, &c__1, &info);
	chkxer_("DSPTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        DSPRFS */

	s_copy(srnamc_1.srnamt, "DSPRFS", (ftnlen)6, (ftnlen)6);
	infoc_1.infot = 1;
	dsprfs_("/", &c__0, &c__0, a, af, ip, b, &c__1, x, &c__1, r1, r2, w, 
		iw, &info);
	chkxer_("DSPRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	dsprfs_("U", &c_n1, &c__0, a, af, ip, b, &c__1, x, &c__1, r1, r2, w, 
		iw, &info);
	chkxer_("DSPRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 3;
	dsprfs_("U", &c__0, &c_n1, a, af, ip, b, &c__1, x, &c__1, r1, r2, w, 
		iw, &info);
	chkxer_("DSPRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 8;
	dsprfs_("U", &c__2, &c__1, a, af, ip, b, &c__1, x, &c__2, r1, r2, w, 
		iw, &info);
	chkxer_("DSPRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 10;
	dsprfs_("U", &c__2, &c__1, a, af, ip, b, &c__2, x, &c__1, r1, r2, w, 
		iw, &info);
	chkxer_("DSPRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        DSPCON */

	s_copy(srnamc_1.srnamt, "DSPCON", (ftnlen)6, (ftnlen)6);
	infoc_1.infot = 1;
	dspcon_("/", &c__0, a, ip, &anrm, &rcond, w, iw, &info);
	chkxer_("DSPCON", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	dspcon_("U", &c_n1, a, ip, &anrm, &rcond, w, iw, &info);
	chkxer_("DSPCON", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 5;
	dspcon_("U", &c__1, a, ip, &c_b152, &rcond, w, iw, &info);
	chkxer_("DSPCON", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
    }

/*     Print a summary line. */

    alaesm_(path, &infoc_1.ok, &infoc_1.nout);

    return 0;

/*     End of DERRSY */

} /* derrsy_ */
Ejemplo n.º 5
0
/* Subroutine */ int dsyrfs_(char *uplo, integer *n, integer *nrhs, 
	doublereal *a, integer *lda, doublereal *af, integer *ldaf, integer *
	ipiv, doublereal *b, integer *ldb, doublereal *x, integer *ldx, 
	doublereal *ferr, doublereal *berr, doublereal *work, integer *iwork, 
	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;
    doublereal d__1, d__2, d__3;

    /* 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];
    extern /* Subroutine */ int dcopy_(integer *, doublereal *, integer *, 
	    doublereal *, integer *), daxpy_(integer *, doublereal *, 
	    doublereal *, integer *, doublereal *, integer *);
    integer count;
    logical upper;
    extern /* Subroutine */ int dsymv_(char *, integer *, doublereal *, 
	    doublereal *, integer *, doublereal *, integer *, doublereal *, 
	    doublereal *, integer *), dlacn2_(integer *, doublereal *, 
	     doublereal *, integer *, doublereal *, integer *, integer *);
    extern doublereal dlamch_(char *);
    doublereal safmin;
    extern /* Subroutine */ int xerbla_(char *, integer *);
    doublereal lstres;
    extern /* Subroutine */ int dsytrs_(char *, integer *, integer *, 
	    doublereal *, integer *, integer *, doublereal *, integer *, 
	    integer *);


/*  -- LAPACK routine (version 3.2) -- */
/*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/*     November 2006 */

/*     Modified to call DLACN2 in place of DLACON, 5 Feb 03, SJH. */

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

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

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

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

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

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

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

/*  A       (input) DOUBLE PRECISION array, dimension (LDA,N) */
/*          The symmetric matrix A.  If UPLO = 'U', the leading N-by-N */
/*          upper triangular part of A contains the upper triangular part */
/*          of the matrix A, and the strictly lower triangular part of A */
/*          is not referenced.  If UPLO = 'L', the leading N-by-N lower */
/*          triangular part of A contains the lower triangular part of */
/*          the matrix A, and the strictly upper triangular part of A is */
/*          not referenced. */

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

/*  AF      (input) DOUBLE PRECISION array, dimension (LDAF,N) */
/*          The factored form of the matrix A.  AF contains the block */
/*          diagonal matrix D and the multipliers used to obtain the */
/*          factor U or L from the factorization A = U*D*U**T or */
/*          A = L*D*L**T as computed by DSYTRF. */

/*  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 DSYTRF. */

/*  B       (input) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (LDX,NRHS) */
/*          On entry, the solution matrix X, as computed by DSYTRS. */
/*          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) DOUBLE PRECISION array, dimension (3*N) */

/*  IWORK   (workspace) INTEGER 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 .. */
/*     .. */
/*     .. Executable Statements .. */

/*     Test the input parameters. */

    /* Parameter adjustments */
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    af_dim1 = *ldaf;
    af_offset = 1 + af_dim1;
    af -= af_offset;
    --ipiv;
    b_dim1 = *ldb;
    b_offset = 1 + b_dim1;
    b -= b_offset;
    x_dim1 = *ldx;
    x_offset = 1 + x_dim1;
    x -= x_offset;
    --ferr;
    --berr;
    --work;
    --iwork;

    /* Function Body */
    *info = 0;
    upper = lsame_(uplo, "U");
    if (! upper && ! lsame_(uplo, "L")) {
	*info = -1;
    } else if (*n < 0) {
	*info = -2;
    } else if (*nrhs < 0) {
	*info = -3;
    } else if (*lda < max(1,*n)) {
	*info = -5;
    } else if (*ldaf < max(1,*n)) {
	*info = -7;
    } else if (*ldb < max(1,*n)) {
	*info = -10;
    } else if (*ldx < max(1,*n)) {
	*info = -12;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("DSYRFS", &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 */

	dcopy_(n, &b[j * b_dim1 + 1], &c__1, &work[*n + 1], &c__1);
	dsymv_(uplo, n, &c_b12, &a[a_offset], lda, &x[j * x_dim1 + 1], &c__1, 
		&c_b14, &work[*n + 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__) {
	    work[i__] = (d__1 = b[i__ + j * b_dim1], abs(d__1));
/* L30: */
	}

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

	if (upper) {
	    i__2 = *n;
	    for (k = 1; k <= i__2; ++k) {
		s = 0.;
		xk = (d__1 = x[k + j * x_dim1], abs(d__1));
		i__3 = k - 1;
		for (i__ = 1; i__ <= i__3; ++i__) {
		    work[i__] += (d__1 = a[i__ + k * a_dim1], abs(d__1)) * xk;
		    s += (d__1 = a[i__ + k * a_dim1], abs(d__1)) * (d__2 = x[
			    i__ + j * x_dim1], abs(d__2));
/* L40: */
		}
		work[k] = work[k] + (d__1 = a[k + k * a_dim1], abs(d__1)) * 
			xk + s;
/* L50: */
	    }
	} else {
	    i__2 = *n;
	    for (k = 1; k <= i__2; ++k) {
		s = 0.;
		xk = (d__1 = x[k + j * x_dim1], abs(d__1));
		work[k] += (d__1 = a[k + k * a_dim1], abs(d__1)) * xk;
		i__3 = *n;
		for (i__ = k + 1; i__ <= i__3; ++i__) {
		    work[i__] += (d__1 = a[i__ + k * a_dim1], abs(d__1)) * xk;
		    s += (d__1 = a[i__ + k * a_dim1], abs(d__1)) * (d__2 = x[
			    i__ + j * x_dim1], abs(d__2));
/* L60: */
		}
		work[k] += s;
/* L70: */
	    }
	}
	s = 0.;
	i__2 = *n;
	for (i__ = 1; i__ <= i__2; ++i__) {
	    if (work[i__] > safe2) {
/* Computing MAX */
		d__2 = s, d__3 = (d__1 = work[*n + i__], abs(d__1)) / work[
			i__];
		s = max(d__2,d__3);
	    } else {
/* Computing MAX */
		d__2 = s, d__3 = ((d__1 = work[*n + i__], abs(d__1)) + safe1) 
			/ (work[i__] + safe1);
		s = max(d__2,d__3);
	    }
/* 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. */

	    dsytrs_(uplo, n, &c__1, &af[af_offset], ldaf, &ipiv[1], &work[*n 
		    + 1], n, info);
	    daxpy_(n, &c_b14, &work[*n + 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 DLACN2 to estimate the infinity-norm of the matrix */
/*           inv(A) * diag(W), */
/*        where W = abs(R) + NZ*EPS*( abs(A)*abs(X)+abs(B) ))) */

	i__2 = *n;
	for (i__ = 1; i__ <= i__2; ++i__) {
	    if (work[i__] > safe2) {
		work[i__] = (d__1 = work[*n + i__], abs(d__1)) + nz * eps * 
			work[i__];
	    } else {
		work[i__] = (d__1 = work[*n + i__], abs(d__1)) + nz * eps * 
			work[i__] + safe1;
	    }
/* L90: */
	}

	kase = 0;
L100:
	dlacn2_(n, &work[(*n << 1) + 1], &work[*n + 1], &iwork[1], &ferr[j], &
		kase, isave);
	if (kase != 0) {
	    if (kase == 1) {

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

		dsytrs_(uplo, n, &c__1, &af[af_offset], ldaf, &ipiv[1], &work[
			*n + 1], n, info);
		i__2 = *n;
		for (i__ = 1; i__ <= i__2; ++i__) {
		    work[*n + i__] = work[i__] * work[*n + i__];
/* L110: */
		}
	    } else if (kase == 2) {

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

		i__2 = *n;
		for (i__ = 1; i__ <= i__2; ++i__) {
		    work[*n + i__] = work[i__] * work[*n + i__];
/* L120: */
		}
		dsytrs_(uplo, n, &c__1, &af[af_offset], ldaf, &ipiv[1], &work[
			*n + 1], n, info);
	    }
	    goto L100;
	}

/*        Normalize error. */

	lstres = 0.;
	i__2 = *n;
	for (i__ = 1; i__ <= i__2; ++i__) {
/* Computing MAX */
	    d__2 = lstres, d__3 = (d__1 = x[i__ + j * x_dim1], abs(d__1));
	    lstres = max(d__2,d__3);
/* L130: */
	}
	if (lstres != 0.) {
	    ferr[j] /= lstres;
	}

/* L140: */
    }

    return 0;

/*     End of DSYRFS */

} /* dsyrfs_ */
Ejemplo n.º 6
0
/* Subroutine */ int dsysv_(char *uplo, integer *n, integer *nrhs, doublereal 
	*a, integer *lda, integer *ipiv, doublereal *b, integer *ldb, 
	doublereal *work, integer *lwork, integer *info)
{
/*  -- LAPACK driver routine (version 2.0) --   
       Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,   
       Courant Institute, Argonne National Lab, and Rice University   
       September 30, 1994   


    Purpose   
    =======   

    DSYSV computes the solution to a real system of linear equations   
       A * X = B,   
    where A is an N-by-N symmetric matrix and X and B are N-by-NRHS   
    matrices.   

    The diagonal pivoting method is used to factor A as   
       A = U * D * U**T,  if UPLO = 'U', or   
       A = L * D * L**T,  if UPLO = 'L',   
    where U (or L) is a product of permutation and unit upper (lower)   
    triangular matrices, and D is symmetric and block diagonal with   
    1-by-1 and 2-by-2 diagonal blocks.  The factored form of A is then   
    used to solve the system of equations A * X = B.   

    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.   

    NRHS    (input) INTEGER   
            The number of right hand sides, i.e., the number of columns   
            of the matrix B.  NRHS >= 0.   

    A       (input/output) DOUBLE PRECISION array, dimension (LDA,N)   
            On entry, the symmetric matrix A.  If UPLO = 'U', the leading 
  
            N-by-N upper triangular part of A contains the upper   
            triangular part of the matrix A, and the strictly lower   
            triangular part of A is not referenced.  If UPLO = 'L', the   
            leading N-by-N lower triangular part of A contains the lower 
  
            triangular part of the matrix A, and the strictly upper   
            triangular part of A is not referenced.   

            On exit, if INFO = 0, 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   
            DSYTRF.   

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

    IPIV    (output) INTEGER array, dimension (N)   
            Details of the interchanges and the block structure of D, as 
  
            determined by DSYTRF.  If IPIV(k) > 0, then rows and columns 
  
            k and IPIV(k) were interchanged, and D(k,k) is a 1-by-1   
            diagonal block.  If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0,   
            then rows and columns k-1 and -IPIV(k) were interchanged and 
  
            D(k-1:k,k-1:k) is a 2-by-2 diagonal block.  If UPLO = 'L' and 
  
            IPIV(k) = IPIV(k+1) < 0, then rows and columns k+1 and   
            -IPIV(k) were interchanged and D(k:k+1,k:k+1) is a 2-by-2   
            diagonal block.   

    B       (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS)   
            On entry, the N-by-NRHS right hand side matrix B.   
            On exit, if INFO = 0, the N-by-NRHS solution matrix X.   

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

    WORK    (workspace/output) DOUBLE PRECISION array, dimension (LWORK) 
  
            On exit, if INFO = 0, WORK(1) returns the optimal LWORK.   

    LWORK   (input) INTEGER   
            The length of WORK.  LWORK >= 1, and for best performance   
            LWORK >= N*NB, where NB is the optimal blocksize for   
            DSYTRF.   

    INFO    (output) INTEGER   
            = 0: successful exit   
            < 0: if INFO = -i, the i-th argument had an illegal value   
            > 0: if INFO = i, D(i,i) is exactly zero.  The factorization 
  
                 has been completed, but the block diagonal matrix D is   
                 exactly singular, so the solution could not be computed. 
  

    ===================================================================== 
  


       Test the input parameters.   

    
   Parameter adjustments   
       Function Body */
    /* System generated locals */
    integer a_dim1, a_offset, b_dim1, b_offset, i__1;
    /* Local variables */
    extern logical lsame_(char *, char *);
    extern /* Subroutine */ int xerbla_(char *, integer *), dsytrf_(
	    char *, integer *, doublereal *, integer *, integer *, doublereal 
	    *, integer *, integer *), dsytrs_(char *, integer *, 
	    integer *, doublereal *, integer *, integer *, doublereal *, 
	    integer *, integer *);


#define IPIV(I) ipiv[(I)-1]
#define WORK(I) work[(I)-1]

#define A(I,J) a[(I)-1 + ((J)-1)* ( *lda)]
#define B(I,J) b[(I)-1 + ((J)-1)* ( *ldb)]

    *info = 0;
    if (! lsame_(uplo, "U") && ! 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 (*ldb < max(1,*n)) {
	*info = -8;
    } else if (*lwork < 1) {
	*info = -10;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("DSYSV ", &i__1);
	return 0;
    }

/*     Compute the factorization A = U*D*U' or A = L*D*L'. */

    dsytrf_(uplo, n, &A(1,1), lda, &IPIV(1), &WORK(1), lwork, info);
    if (*info == 0) {

/*        Solve the system A*X = B, overwriting B with X. */

	dsytrs_(uplo, n, nrhs, &A(1,1), lda, &IPIV(1), &B(1,1), ldb,
		 info);

    }
    return 0;

/*     End of DSYSV */

} /* dsysv_ */
Ejemplo n.º 7
0
/* ===================================================================== */
doublereal dla_syrcond_(char *uplo, integer *n, doublereal *a, integer *lda, doublereal *af, integer *ldaf, integer *ipiv, integer *cmode, doublereal *c__, integer *info, doublereal *work, integer *iwork)
{
    /* System generated locals */
    integer a_dim1, a_offset, af_dim1, af_offset, i__1, i__2;
    doublereal ret_val, d__1;
    /* Local variables */
    integer i__, j;
    logical up;
    doublereal tmp;
    integer kase;
    extern logical lsame_(char *, char *);
    integer isave[3];
    extern /* Subroutine */
    int dlacn2_(integer *, doublereal *, doublereal *, integer *, doublereal *, integer *, integer *);
    extern doublereal dlamch_(char *);
    extern /* Subroutine */
    int xerbla_(char *, integer *);
    doublereal ainvnm;
    char normin[1];
    doublereal smlnum;
    extern /* Subroutine */
    int dsytrs_(char *, integer *, integer *, doublereal *, integer *, integer *, doublereal *, integer *, integer *);
    /* -- 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 .. */
    /* .. */
    /* .. 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;
    --iwork;
    /* Function Body */
    ret_val = 0.;
    *info = 0;
    if (*n < 0)
    {
        *info = -2;
    }
    else if (*lda < max(1,*n))
    {
        *info = -4;
    }
    else if (*ldaf < max(1,*n))
    {
        *info = -6;
    }
    if (*info != 0)
    {
        i__1 = -(*info);
        xerbla_("DLA_SYRCOND", &i__1);
        return ret_val;
    }
    if (*n == 0)
    {
        ret_val = 1.;
        return ret_val;
    }
    up = FALSE_;
    if (lsame_(uplo, "U"))
    {
        up = TRUE_;
    }
    /* Compute the equilibration matrix R such that */
    /* inv(R)*A*C has unit 1-norm. */
    if (up)
    {
        i__1 = *n;
        for (i__ = 1;
                i__ <= i__1;
                ++i__)
        {
            tmp = 0.;
            if (*cmode == 1)
            {
                i__2 = i__;
                for (j = 1;
                        j <= i__2;
                        ++j)
                {
                    tmp += (d__1 = a[j + i__ * a_dim1] * c__[j], abs(d__1));
                }
                i__2 = *n;
                for (j = i__ + 1;
                        j <= i__2;
                        ++j)
                {
                    tmp += (d__1 = a[i__ + j * a_dim1] * c__[j], abs(d__1));
                }
            }
            else if (*cmode == 0)
            {
                i__2 = i__;
                for (j = 1;
                        j <= i__2;
                        ++j)
                {
                    tmp += (d__1 = a[j + i__ * a_dim1], abs(d__1));
                }
                i__2 = *n;
                for (j = i__ + 1;
                        j <= i__2;
                        ++j)
                {
                    tmp += (d__1 = a[i__ + j * a_dim1], abs(d__1));
                }
            }
            else
            {
                i__2 = i__;
                for (j = 1;
                        j <= i__2;
                        ++j)
                {
                    tmp += (d__1 = a[j + i__ * a_dim1] / c__[j], abs(d__1));
                }
                i__2 = *n;
                for (j = i__ + 1;
                        j <= i__2;
                        ++j)
                {
                    tmp += (d__1 = a[i__ + j * a_dim1] / c__[j], abs(d__1));
                }
            }
            work[(*n << 1) + i__] = tmp;
        }
    }
    else
    {
        i__1 = *n;
        for (i__ = 1;
                i__ <= i__1;
                ++i__)
        {
            tmp = 0.;
            if (*cmode == 1)
            {
                i__2 = i__;
                for (j = 1;
                        j <= i__2;
                        ++j)
                {
                    tmp += (d__1 = a[i__ + j * a_dim1] * c__[j], abs(d__1));
                }
                i__2 = *n;
                for (j = i__ + 1;
                        j <= i__2;
                        ++j)
                {
                    tmp += (d__1 = a[j + i__ * a_dim1] * c__[j], abs(d__1));
                }
            }
            else if (*cmode == 0)
            {
                i__2 = i__;
                for (j = 1;
                        j <= i__2;
                        ++j)
                {
                    tmp += (d__1 = a[i__ + j * a_dim1], abs(d__1));
                }
                i__2 = *n;
                for (j = i__ + 1;
                        j <= i__2;
                        ++j)
                {
                    tmp += (d__1 = a[j + i__ * a_dim1], abs(d__1));
                }
            }
            else
            {
                i__2 = i__;
                for (j = 1;
                        j <= i__2;
                        ++j)
                {
                    tmp += (d__1 = a[i__ + j * a_dim1] / c__[j], abs(d__1));
                }
                i__2 = *n;
                for (j = i__ + 1;
                        j <= i__2;
                        ++j)
                {
                    tmp += (d__1 = a[j + i__ * a_dim1] / c__[j], abs(d__1));
                }
            }
            work[(*n << 1) + i__] = tmp;
        }
    }
    /* Estimate the norm of inv(op(A)). */
    smlnum = dlamch_("Safe minimum");
    ainvnm = 0.;
    *(unsigned char *)normin = 'N';
    kase = 0;
L10:
    dlacn2_(n, &work[*n + 1], &work[1], &iwork[1], &ainvnm, &kase, isave);
    if (kase != 0)
    {
        if (kase == 2)
        {
            /* Multiply by R. */
            i__1 = *n;
            for (i__ = 1;
                    i__ <= i__1;
                    ++i__)
            {
                work[i__] *= work[(*n << 1) + i__];
            }
            if (up)
            {
                dsytrs_("U", n, &c__1, &af[af_offset], ldaf, &ipiv[1], &work[ 1], n, info);
            }
            else
            {
                dsytrs_("L", n, &c__1, &af[af_offset], ldaf, &ipiv[1], &work[ 1], n, info);
            }
            /* Multiply by inv(C). */
            if (*cmode == 1)
            {
                i__1 = *n;
                for (i__ = 1;
                        i__ <= i__1;
                        ++i__)
                {
                    work[i__] /= c__[i__];
                }
            }
            else if (*cmode == -1)
            {
                i__1 = *n;
                for (i__ = 1;
                        i__ <= i__1;
                        ++i__)
                {
                    work[i__] *= c__[i__];
                }
            }
        }
        else
        {
            /* Multiply by inv(C**T). */
            if (*cmode == 1)
            {
                i__1 = *n;
                for (i__ = 1;
                        i__ <= i__1;
                        ++i__)
                {
                    work[i__] /= c__[i__];
                }
            }
            else if (*cmode == -1)
            {
                i__1 = *n;
                for (i__ = 1;
                        i__ <= i__1;
                        ++i__)
                {
                    work[i__] *= c__[i__];
                }
            }
            if (up)
            {
                dsytrs_("U", n, &c__1, &af[af_offset], ldaf, &ipiv[1], &work[ 1], n, info);
            }
            else
            {
                dsytrs_("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__)
            {
                work[i__] *= work[(*n << 1) + i__];
            }
        }
        goto L10;
    }
    /* Compute the estimate of the reciprocal condition number. */
    if (ainvnm != 0.)
    {
        ret_val = 1. / ainvnm;
    }
    return ret_val;
}
Ejemplo n.º 8
0
/* Subroutine */ int dsysv_(char *uplo, integer *n, integer *nrhs, doublereal 
	*a, integer *lda, integer *ipiv, doublereal *b, integer *ldb, 
	doublereal *work, integer *lwork, integer *info)
{
/*  -- LAPACK driver routine (version 3.0) --   
       Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,   
       Courant Institute, Argonne National Lab, and Rice University   
       June 30, 1999   


    Purpose   
    =======   

    DSYSV computes the solution to a real system of linear equations   
       A * X = B,   
    where A is an N-by-N symmetric matrix and X and B are N-by-NRHS   
    matrices.   

    The diagonal pivoting method is used to factor A as   
       A = U * D * U**T,  if UPLO = 'U', or   
       A = L * D * L**T,  if UPLO = 'L',   
    where U (or L) is a product of permutation and unit upper (lower)   
    triangular matrices, and D is symmetric and block diagonal with   
    1-by-1 and 2-by-2 diagonal blocks.  The factored form of A is then   
    used to solve the system of equations A * X = B.   

    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.   

    NRHS    (input) INTEGER   
            The number of right hand sides, i.e., the number of columns   
            of the matrix B.  NRHS >= 0.   

    A       (input/output) DOUBLE PRECISION array, dimension (LDA,N)   
            On entry, the symmetric matrix A.  If UPLO = 'U', the leading   
            N-by-N upper triangular part of A contains the upper   
            triangular part of the matrix A, and the strictly lower   
            triangular part of A is not referenced.  If UPLO = 'L', the   
            leading N-by-N lower triangular part of A contains the lower   
            triangular part of the matrix A, and the strictly upper   
            triangular part of A is not referenced.   

            On exit, if INFO = 0, 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   
            DSYTRF.   

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

    IPIV    (output) INTEGER array, dimension (N)   
            Details of the interchanges and the block structure of D, as   
            determined by DSYTRF.  If IPIV(k) > 0, then rows and columns   
            k and IPIV(k) were interchanged, and D(k,k) is a 1-by-1   
            diagonal block.  If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0,   
            then rows and columns k-1 and -IPIV(k) were interchanged and   
            D(k-1:k,k-1:k) is a 2-by-2 diagonal block.  If UPLO = 'L' and   
            IPIV(k) = IPIV(k+1) < 0, then rows and columns k+1 and   
            -IPIV(k) were interchanged and D(k:k+1,k:k+1) is a 2-by-2   
            diagonal block.   

    B       (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS)   
            On entry, the N-by-NRHS right hand side matrix B.   
            On exit, if INFO = 0, the N-by-NRHS solution matrix X.   

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

    WORK    (workspace/output) DOUBLE PRECISION array, dimension (LWORK)   
            On exit, if INFO = 0, WORK(1) returns the optimal LWORK.   

    LWORK   (input) INTEGER   
            The length of WORK.  LWORK >= 1, and for best performance   
            LWORK >= N*NB, where NB is the optimal blocksize for   
            DSYTRF.   

            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   
            > 0: if INFO = i, D(i,i) is exactly zero.  The factorization   
                 has been completed, but the block diagonal matrix D is   
                 exactly singular, so the solution could not be computed.   

    =====================================================================   


       Test the input parameters.   

       Parameter adjustments */
    /* Table of constant values */
    static integer c__1 = 1;
    static integer c_n1 = -1;
    
    /* System generated locals */
    integer a_dim1, a_offset, b_dim1, b_offset, i__1;
    /* Local variables */
    extern logical lsame_(char *, char *);
    static integer nb;
    extern /* Subroutine */ int xerbla_(char *, integer *);
    extern integer ilaenv_(integer *, char *, char *, integer *, integer *, 
	    integer *, integer *, ftnlen, ftnlen);
    extern /* Subroutine */ int dsytrf_(char *, integer *, doublereal *, 
	    integer *, integer *, doublereal *, integer *, integer *);
    static integer lwkopt;
    static logical lquery;
    extern /* Subroutine */ int dsytrs_(char *, integer *, integer *, 
	    doublereal *, integer *, integer *, doublereal *, integer *, 
	    integer *);


    a_dim1 = *lda;
    a_offset = 1 + a_dim1 * 1;
    a -= a_offset;
    --ipiv;
    b_dim1 = *ldb;
    b_offset = 1 + b_dim1 * 1;
    b -= b_offset;
    --work;

    /* Function Body */
    *info = 0;
    lquery = *lwork == -1;
    if (! lsame_(uplo, "U") && ! 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 (*ldb < max(1,*n)) {
	*info = -8;
    } else if (*lwork < 1 && ! lquery) {
	*info = -10;
    }

    if (*info == 0) {
	nb = ilaenv_(&c__1, "DSYTRF", uplo, n, &c_n1, &c_n1, &c_n1, (ftnlen)6,
		 (ftnlen)1);
	lwkopt = *n * nb;
	work[1] = (doublereal) lwkopt;
    }

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

/*     Compute the factorization A = U*D*U' or A = L*D*L'. */

    dsytrf_(uplo, n, &a[a_offset], lda, &ipiv[1], &work[1], lwork, info);
    if (*info == 0) {

/*        Solve the system A*X = B, overwriting B with X. */

	dsytrs_(uplo, n, nrhs, &a[a_offset], lda, &ipiv[1], &b[b_offset], ldb,
		 info);

    }

    work[1] = (doublereal) lwkopt;

    return 0;

/*     End of DSYSV */

} /* dsysv_ */
Ejemplo n.º 9
0
/* Subroutine */ int dsysvxx_(char *fact, char *uplo, integer *n, integer *
	nrhs, doublereal *a, integer *lda, doublereal *af, integer *ldaf, 
	integer *ipiv, char *equed, doublereal *s, doublereal *b, integer *
	ldb, doublereal *x, integer *ldx, doublereal *rcond, doublereal *
	rpvgrw, doublereal *berr, integer *n_err_bnds__, doublereal *
	err_bnds_norm__, doublereal *err_bnds_comp__, integer *nparams, 
	doublereal *params, doublereal *work, integer *iwork, integer *info)
{
    /* System generated locals */
    integer a_dim1, a_offset, af_dim1, af_offset, b_dim1, b_offset, x_dim1, 
	    x_offset, err_bnds_norm_dim1, err_bnds_norm_offset, 
	    err_bnds_comp_dim1, err_bnds_comp_offset, i__1;
    doublereal d__1, d__2;

    /* Local variables */
    integer j;
    doublereal amax, smin, smax;
    doublereal scond;
    logical equil, rcequ;
    logical nofact;
    doublereal bignum;
    integer infequ;
    doublereal smlnum;

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

/*     DSYSVXX uses the diagonal pivoting factorization to compute the */
/*     solution to a double precision system of linear equations A * X = B, where A */
/*     is an N-by-N symmetric matrix and X and B are N-by-NRHS matrices. */

/*     If requested, both normwise and maximum componentwise error bounds */
/*     are returned. DSYSVXX will return a solution with a tiny */
/*     guaranteed error (O(eps) where eps is the working machine */
/*     precision) unless the matrix is very ill-conditioned, in which */
/*     case a warning is returned. Relevant condition numbers also are */
/*     calculated and returned. */

/*     DSYSVXX accepts user-provided factorizations and equilibration */
/*     factors; see the definitions of the FACT and EQUED options. */
/*     Solving with refinement and using a factorization from a previous */
/*     DSYSVXX call will also produce a solution with either O(eps) */
/*     errors or warnings, but we cannot make that claim for general */
/*     user-provided factorizations and equilibration factors if they */
/*     differ from what DSYSVXX would itself produce. */

/*     Description */
/*     =========== */

/*     The following steps are performed: */

/*     1. If FACT = 'E', double precision scaling factors are computed to equilibrate */
/*     the system: */

/*       diag(S)*A*diag(S)     *inv(diag(S))*X = diag(S)*B */

/*     Whether or not the system will be equilibrated depends on the */
/*     scaling of the matrix A, but if equilibration is used, A is */
/*     overwritten by diag(S)*A*diag(S) and B by diag(S)*B. */

/*     2. If FACT = 'N' or 'E', the LU decomposition is used to factor */
/*     the matrix A (after equilibration if FACT = 'E') as */

/*        A = U * D * U**T,  if UPLO = 'U', or */
/*        A = L * D * L**T,  if UPLO = 'L', */

/*     where U (or L) is a product of permutation and unit upper (lower) */
/*     triangular matrices, and D is symmetric and block diagonal with */
/*     1-by-1 and 2-by-2 diagonal blocks. */

/*     3. If some D(i,i)=0, so that D is exactly singular, then the */
/*     routine returns with INFO = i. Otherwise, the factored form of A */
/*     is used to estimate the condition number of the matrix A (see */
/*     argument RCOND).  If the reciprocal of the condition number is */
/*     less than machine precision, the routine still goes on to solve */
/*     for X and compute error bounds as described below. */

/*     4. The system of equations is solved for X using the factored form */
/*     of A. */

/*     5. By default (unless PARAMS(LA_LINRX_ITREF_I) is set to zero), */
/*     the routine will use iterative refinement to try to get a small */
/*     error and error bounds.  Refinement calculates the residual to at */
/*     least twice the working precision. */

/*     6. If equilibration was used, the matrix X is premultiplied by */
/*     diag(R) so that it solves the original system before */
/*     equilibration. */

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

/*     Some optional parameters are bundled in the PARAMS array.  These */
/*     settings determine how refinement is performed, but often the */
/*     defaults are acceptable.  If the defaults are acceptable, users */
/*     can pass NPARAMS = 0 which prevents the source code from accessing */
/*     the PARAMS argument. */

/*     FACT    (input) CHARACTER*1 */
/*     Specifies whether or not the factored form of the matrix A is */
/*     supplied on entry, and if not, whether the matrix A should be */
/*     equilibrated before it is factored. */
/*       = 'F':  On entry, AF and IPIV contain the factored form of A. */
/*               If EQUED is not 'N', the matrix A has been */
/*               equilibrated with scaling factors given by S. */
/*               A, AF, and IPIV are not modified. */
/*       = 'N':  The matrix A will be copied to AF and factored. */
/*       = 'E':  The matrix A will be equilibrated if necessary, then */
/*               copied to AF and factored. */

/*     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. */

/*     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/output) DOUBLE PRECISION array, dimension (LDA,N) */
/*     The symmetric matrix A.  If UPLO = 'U', the leading N-by-N */
/*     upper triangular part of A contains the upper triangular */
/*     part of the matrix A, and the strictly lower triangular */
/*     part of A is not referenced.  If UPLO = 'L', the leading */
/*     N-by-N lower triangular part of A contains the lower */
/*     triangular part of the matrix A, and the strictly upper */
/*     triangular part of A is not referenced. */

/*     On exit, if FACT = 'E' and EQUED = 'Y', A is overwritten by */
/*     diag(S)*A*diag(S). */

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

/*     AF      (input or output) DOUBLE PRECISION array, dimension (LDAF,N) */
/*     If FACT = 'F', then AF is an input argument and on entry */
/*     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 DSYTRF. */

/*     If FACT = 'N', then AF is an output argument and on exit */
/*     returns 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. */

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

/*     IPIV    (input or output) INTEGER array, dimension (N) */
/*     If FACT = 'F', then IPIV is an input argument and on entry */
/*     contains details of the interchanges and the block */
/*     structure of D, as determined by DSYTRF.  If IPIV(k) > 0, */
/*     then rows and columns k and IPIV(k) were interchanged and */
/*     D(k,k) is a 1-by-1 diagonal block.  If UPLO = 'U' and */
/*     IPIV(k) = IPIV(k-1) < 0, then rows and columns k-1 and */
/*     -IPIV(k) were interchanged and D(k-1:k,k-1:k) is a 2-by-2 */
/*     diagonal block.  If UPLO = 'L' and IPIV(k) = IPIV(k+1) < 0, */
/*     then rows and columns k+1 and -IPIV(k) were interchanged */
/*     and D(k:k+1,k:k+1) is a 2-by-2 diagonal block. */

/*     If FACT = 'N', then IPIV is an output argument and on exit */
/*     contains details of the interchanges and the block */
/*     structure of D, as determined by DSYTRF. */

/*     EQUED   (input or output) CHARACTER*1 */
/*     Specifies the form of equilibration that was done. */
/*       = 'N':  No equilibration (always true if FACT = 'N'). */
/*       = 'Y':  Both row and column equilibration, i.e., A has been */
/*               replaced by diag(S) * A * diag(S). */
/*     EQUED is an input argument if FACT = 'F'; otherwise, it is an */
/*     output argument. */

/*     S       (input or output) DOUBLE PRECISION array, dimension (N) */
/*     The scale factors for A.  If EQUED = 'Y', A is multiplied on */
/*     the left and right by diag(S).  S is an input argument if FACT = */
/*     'F'; otherwise, S is an output argument.  If FACT = 'F' and EQUED */
/*     = 'Y', each element of S must be positive.  If S is output, each */
/*     element of S is a power of the radix. If S is input, each element */
/*     of S should be a power of the radix to ensure a reliable solution */
/*     and error estimates. Scaling by powers of the radix does not cause */
/*     rounding errors unless the result underflows or overflows. */
/*     Rounding errors during scaling lead to refining with a matrix that */
/*     is not equivalent to the input matrix, producing error estimates */
/*     that may not be reliable. */

/*     B       (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS) */
/*     On entry, the N-by-NRHS right hand side matrix B. */
/*     On exit, */
/*     if EQUED = 'N', B is not modified; */
/*     if EQUED = 'Y', B is overwritten by diag(S)*B; */

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

/*     X       (output) DOUBLE PRECISION array, dimension (LDX,NRHS) */
/*     If INFO = 0, the N-by-NRHS solution matrix X to the original */
/*     system of equations.  Note that A and B are modified on exit if */
/*     EQUED .ne. 'N', and the solution to the equilibrated system is */
/*     inv(diag(S))*X. */

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

/*     RCOND   (output) DOUBLE PRECISION */
/*     Reciprocal scaled condition number.  This is an estimate of the */
/*     reciprocal Skeel condition number of the matrix A after */
/*     equilibration (if done).  If this is less than the machine */
/*     precision (in particular, if it is zero), the matrix is singular */
/*     to working precision.  Note that the error may still be small even */
/*     if this number is very small and the matrix appears ill- */
/*     conditioned. */

/*     RPVGRW  (output) DOUBLE PRECISION */
/*     Reciprocal pivot growth.  On exit, this contains the reciprocal */
/*     pivot growth factor norm(A)/norm(U). The "max absolute element" */
/*     norm is used.  If this is much less than 1, then the stability of */
/*     the LU factorization of the (equilibrated) matrix A could be poor. */
/*     This also means that the solution X, estimated condition numbers, */
/*     and error bounds could be unreliable. If factorization fails with */
/*     0<INFO<=N, then this contains the reciprocal pivot growth factor */
/*     for the leading INFO columns of A. */

/*     BERR    (output) DOUBLE PRECISION array, dimension (NRHS) */
/*     Componentwise relative backward error.  This is 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). */

/*     N_ERR_BNDS (input) INTEGER */
/*     Number of error bounds to return for each right hand side */
/*     and each type (normwise or componentwise).  See ERR_BNDS_NORM and */
/*     ERR_BNDS_COMP below. */

/*     ERR_BNDS_NORM  (output) DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS) */
/*     For each right-hand side, this array contains information about */
/*     various error bounds and condition numbers corresponding to the */
/*     normwise relative error, which is defined as follows: */

/*     Normwise relative error in the ith solution vector: */
/*             max_j (abs(XTRUE(j,i) - X(j,i))) */
/*            ------------------------------ */
/*                  max_j abs(X(j,i)) */

/*     The array is indexed by the type of error information as described */
/*     below. There currently are up to three pieces of information */
/*     returned. */

/*     The first index in ERR_BNDS_NORM(i,:) corresponds to the ith */
/*     right-hand side. */

/*     The second index in ERR_BNDS_NORM(:,err) contains the following */
/*     three fields: */
/*     err = 1 "Trust/don't trust" boolean. Trust the answer if the */
/*              reciprocal condition number is less than the threshold */
/*              sqrt(n) * dlamch('Epsilon'). */

/*     err = 2 "Guaranteed" error bound: The estimated forward error, */
/*              almost certainly within a factor of 10 of the true error */
/*              so long as the next entry is greater than the threshold */
/*              sqrt(n) * dlamch('Epsilon'). This error bound should only */
/*              be trusted if the previous boolean is true. */

/*     err = 3  Reciprocal condition number: Estimated normwise */
/*              reciprocal condition number.  Compared with the threshold */
/*              sqrt(n) * dlamch('Epsilon') to determine if the error */
/*              estimate is "guaranteed". These reciprocal condition */
/*              numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some */
/*              appropriately scaled matrix Z. */
/*              Let Z = S*A, where S scales each row by a power of the */
/*              radix so all absolute row sums of Z are approximately 1. */

/*     See Lapack Working Note 165 for further details and extra */
/*     cautions. */

/*     ERR_BNDS_COMP  (output) DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS) */
/*     For each right-hand side, this array contains information about */
/*     various error bounds and condition numbers corresponding to the */
/*     componentwise relative error, which is defined as follows: */

/*     Componentwise relative error in the ith solution vector: */
/*                    abs(XTRUE(j,i) - X(j,i)) */
/*             max_j ---------------------- */
/*                         abs(X(j,i)) */

/*     The array is indexed by the right-hand side i (on which the */
/*     componentwise relative error depends), and the type of error */
/*     information as described below. There currently are up to three */
/*     pieces of information returned for each right-hand side. If */
/*     componentwise accuracy is not requested (PARAMS(3) = 0.0), then */
/*     ERR_BNDS_COMP is not accessed.  If N_ERR_BNDS .LT. 3, then at most */
/*     the first (:,N_ERR_BNDS) entries are returned. */

/*     The first index in ERR_BNDS_COMP(i,:) corresponds to the ith */
/*     right-hand side. */

/*     The second index in ERR_BNDS_COMP(:,err) contains the following */
/*     three fields: */
/*     err = 1 "Trust/don't trust" boolean. Trust the answer if the */
/*              reciprocal condition number is less than the threshold */
/*              sqrt(n) * dlamch('Epsilon'). */

/*     err = 2 "Guaranteed" error bound: The estimated forward error, */
/*              almost certainly within a factor of 10 of the true error */
/*              so long as the next entry is greater than the threshold */
/*              sqrt(n) * dlamch('Epsilon'). This error bound should only */
/*              be trusted if the previous boolean is true. */

/*     err = 3  Reciprocal condition number: Estimated componentwise */
/*              reciprocal condition number.  Compared with the threshold */
/*              sqrt(n) * dlamch('Epsilon') to determine if the error */
/*              estimate is "guaranteed". These reciprocal condition */
/*              numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some */
/*              appropriately scaled matrix Z. */
/*              Let Z = S*(A*diag(x)), where x is the solution for the */
/*              current right-hand side and S scales each row of */
/*              A*diag(x) by a power of the radix so all absolute row */
/*              sums of Z are approximately 1. */

/*     See Lapack Working Note 165 for further details and extra */
/*     cautions. */

/*     NPARAMS (input) INTEGER */
/*     Specifies the number of parameters set in PARAMS.  If .LE. 0, the */
/*     PARAMS array is never referenced and default values are used. */

/*     PARAMS  (input / output) DOUBLE PRECISION array, dimension NPARAMS */
/*     Specifies algorithm parameters.  If an entry is .LT. 0.0, then */
/*     that entry will be filled with default value used for that */
/*     parameter.  Only positions up to NPARAMS are accessed; defaults */
/*     are used for higher-numbered parameters. */

/*       PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative */
/*            refinement or not. */
/*         Default: 1.0D+0 */
/*            = 0.0 : No refinement is performed, and no error bounds are */
/*                    computed. */
/*            = 1.0 : Use the extra-precise refinement algorithm. */
/*              (other values are reserved for future use) */

/*       PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual */
/*            computations allowed for refinement. */
/*         Default: 10 */
/*         Aggressive: Set to 100 to permit convergence using approximate */
/*                     factorizations or factorizations other than LU. If */
/*                     the factorization uses a technique other than */
/*                     Gaussian elimination, the guarantees in */
/*                     err_bnds_norm and err_bnds_comp may no longer be */
/*                     trustworthy. */

/*       PARAMS(LA_LINRX_CWISE_I = 3) : Flag determining if the code */
/*            will attempt to find a solution with small componentwise */
/*            relative error in the double-precision algorithm.  Positive */
/*            is true, 0.0 is false. */
/*         Default: 1.0 (attempt componentwise convergence) */

/*     WORK    (workspace) DOUBLE PRECISION array, dimension (4*N) */

/*     IWORK   (workspace) INTEGER array, dimension (N) */

/*     INFO    (output) INTEGER */
/*       = 0:  Successful exit. The solution to every right-hand side is */
/*         guaranteed. */
/*       < 0:  If INFO = -i, the i-th argument had an illegal value */
/*       > 0 and <= N:  U(INFO,INFO) is exactly zero.  The factorization */
/*         has been completed, but the factor U is exactly singular, so */
/*         the solution and error bounds could not be computed. RCOND = 0 */
/*         is returned. */
/*       = N+J: The solution corresponding to the Jth right-hand side is */
/*         not guaranteed. The solutions corresponding to other right- */
/*         hand sides K with K > J may not be guaranteed as well, but */
/*         only the first such right-hand side is reported. If a small */
/*         componentwise error is not requested (PARAMS(3) = 0.0) then */
/*         the Jth right-hand side is the first with a normwise error */
/*         bound that is not guaranteed (the smallest J such */
/*         that ERR_BNDS_NORM(J,1) = 0.0). By default (PARAMS(3) = 1.0) */
/*         the Jth right-hand side is the first with either a normwise or */
/*         componentwise error bound that is not guaranteed (the smallest */
/*         J such that either ERR_BNDS_NORM(J,1) = 0.0 or */
/*         ERR_BNDS_COMP(J,1) = 0.0). See the definition of */
/*         ERR_BNDS_NORM(:,1) and ERR_BNDS_COMP(:,1). To get information */
/*         about all of the right-hand sides check ERR_BNDS_NORM or */
/*         ERR_BNDS_COMP. */

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

    /* Parameter adjustments */
    err_bnds_comp_dim1 = *nrhs;
    err_bnds_comp_offset = 1 + err_bnds_comp_dim1;
    err_bnds_comp__ -= err_bnds_comp_offset;
    err_bnds_norm_dim1 = *nrhs;
    err_bnds_norm_offset = 1 + err_bnds_norm_dim1;
    err_bnds_norm__ -= err_bnds_norm_offset;
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    af_dim1 = *ldaf;
    af_offset = 1 + af_dim1;
    af -= af_offset;
    --ipiv;
    --s;
    b_dim1 = *ldb;
    b_offset = 1 + b_dim1;
    b -= b_offset;
    x_dim1 = *ldx;
    x_offset = 1 + x_dim1;
    x -= x_offset;
    --berr;
    --params;
    --work;
    --iwork;

    /* Function Body */
    *info = 0;
    nofact = lsame_(fact, "N");
    equil = lsame_(fact, "E");
    smlnum = dlamch_("Safe minimum");
    bignum = 1. / smlnum;
    if (nofact || equil) {
	*(unsigned char *)equed = 'N';
	rcequ = FALSE_;
    } else {
	rcequ = lsame_(equed, "Y");
    }

/*     Default is failure.  If an input parameter is wrong or */
/*     factorization fails, make everything look horrible.  Only the */
/*     pivot growth is set here, the rest is initialized in DSYRFSX. */

    *rpvgrw = 0.;

/*     Test the input parameters.  PARAMS is not tested until DSYRFSX. */

    if (! nofact && ! equil && ! lsame_(fact, "F")) {
	*info = -1;
    } else if (! lsame_(uplo, "U") && ! lsame_(uplo, 
	    "L")) {
	*info = -2;
    } else if (*n < 0) {
	*info = -3;
    } else if (*nrhs < 0) {
	*info = -4;
    } else if (*lda < max(1,*n)) {
	*info = -6;
    } else if (*ldaf < max(1,*n)) {
	*info = -8;
    } else if (lsame_(fact, "F") && ! (rcequ || lsame_(
	    equed, "N"))) {
	*info = -9;
    } else {
	if (rcequ) {
	    smin = bignum;
	    smax = 0.;
	    i__1 = *n;
	    for (j = 1; j <= i__1; ++j) {
/* Computing MIN */
		d__1 = smin, d__2 = s[j];
		smin = min(d__1,d__2);
/* Computing MAX */
		d__1 = smax, d__2 = s[j];
		smax = max(d__1,d__2);
	    }
	    if (smin <= 0.) {
		*info = -10;
	    } else if (*n > 0) {
		scond = max(smin,smlnum) / min(smax,bignum);
	    } else {
		scond = 1.;
	    }
	}
	if (*info == 0) {
	    if (*ldb < max(1,*n)) {
		*info = -12;
	    } else if (*ldx < max(1,*n)) {
		*info = -14;
	    }
	}
    }

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

    if (equil) {

/*     Compute row and column scalings to equilibrate the matrix A. */

	dsyequb_(uplo, n, &a[a_offset], lda, &s[1], &scond, &amax, &work[1], &
		infequ);
	if (infequ == 0) {

/*     Equilibrate the matrix. */

	    dlaqsy_(uplo, n, &a[a_offset], lda, &s[1], &scond, &amax, equed);
	    rcequ = lsame_(equed, "Y");
	}
    }

/*     Scale the right-hand side. */

    if (rcequ) {
	dlascl2_(n, nrhs, &s[1], &b[b_offset], ldb);
    }

    if (nofact || equil) {

/*        Compute the LU factorization of A. */

	dlacpy_(uplo, n, n, &a[a_offset], lda, &af[af_offset], ldaf);
	i__1 = max(1,*n) * 5;
	dsytrf_(uplo, n, &af[af_offset], ldaf, &ipiv[1], &work[1], &i__1, 
		info);

/*        Return if INFO is non-zero. */

	if (*info > 0) {

/*           Pivot in column INFO is exactly 0 */
/*           Compute the reciprocal pivot growth factor of the */
/*           leading rank-deficient INFO columns of A. */

	    if (*n > 0) {
		*rpvgrw = dla_syrpvgrw__(uplo, n, info, &a[a_offset], lda, &
			af[af_offset], ldaf, &ipiv[1], &work[1], (ftnlen)1);
	    }
	    return 0;
	}
    }

/*     Compute the reciprocal pivot growth factor RPVGRW. */

    if (*n > 0) {
	*rpvgrw = dla_syrpvgrw__(uplo, n, info, &a[a_offset], lda, &af[
		af_offset], ldaf, &ipiv[1], &work[1], (ftnlen)1);
    }

/*     Compute the solution matrix X. */

    dlacpy_("Full", n, nrhs, &b[b_offset], ldb, &x[x_offset], ldx);
    dsytrs_(uplo, n, nrhs, &af[af_offset], ldaf, &ipiv[1], &x[x_offset], ldx, 
	    info);

/*     Use iterative refinement to improve the computed solution and */
/*     compute error bounds and backward error estimates for it. */

    dsyrfsx_(uplo, equed, n, nrhs, &a[a_offset], lda, &af[af_offset], ldaf, &
	    ipiv[1], &s[1], &b[b_offset], ldb, &x[x_offset], ldx, rcond, &
	    berr[1], n_err_bnds__, &err_bnds_norm__[err_bnds_norm_offset], &
	    err_bnds_comp__[err_bnds_comp_offset], nparams, &params[1], &work[
	    1], &iwork[1], info);

/*     Scale solutions. */

    if (rcequ) {
	dlascl2_(n, nrhs, &s[1], &x[x_offset], ldx);
    }

    return 0;

/*     End of DSYSVXX */

} /* dsysvxx_ */
Ejemplo n.º 10
0
/* Subroutine */
int dsysvxx_(char *fact, char *uplo, integer *n, integer * nrhs, doublereal *a, integer *lda, doublereal *af, integer *ldaf, integer *ipiv, char *equed, doublereal *s, doublereal *b, integer * ldb, doublereal *x, integer *ldx, doublereal *rcond, doublereal * rpvgrw, doublereal *berr, integer *n_err_bnds__, doublereal * err_bnds_norm__, doublereal *err_bnds_comp__, integer *nparams, doublereal *params, doublereal *work, integer *iwork, integer *info)
{
    /* System generated locals */
    integer a_dim1, a_offset, af_dim1, af_offset, b_dim1, b_offset, x_dim1, x_offset, err_bnds_norm_dim1, err_bnds_norm_offset, err_bnds_comp_dim1, err_bnds_comp_offset, i__1;
    doublereal d__1, d__2;
    /* Local variables */
    integer j;
    doublereal amax, smin, smax;
    extern doublereal dla_syrpvgrw_(char *, integer *, integer *, doublereal *, integer *, doublereal *, integer *, integer *, doublereal *);
    extern logical lsame_(char *, char *);
    doublereal scond;
    logical equil, rcequ;
    extern doublereal dlamch_(char *);
    logical nofact;
    extern /* Subroutine */
    int dlacpy_(char *, integer *, integer *, doublereal *, integer *, doublereal *, integer *), xerbla_(char *, integer *);
    doublereal bignum;
    integer infequ;
    extern /* Subroutine */
    int dlaqsy_(char *, integer *, doublereal *, integer *, doublereal *, doublereal *, doublereal *, char *);
    doublereal smlnum;
    extern /* Subroutine */
    int dsytrf_(char *, integer *, doublereal *, integer *, integer *, doublereal *, integer *, integer *), dlascl2_(integer *, integer *, doublereal *, doublereal *, integer *), dsytrs_(char *, integer *, integer *, doublereal *, integer *, integer *, doublereal *, integer *, integer *), dsyequb_(char *, integer *, doublereal *, integer *, doublereal * , doublereal *, doublereal *, doublereal *, integer *), dsyrfsx_(char *, char *, integer *, integer *, doublereal *, integer *, doublereal *, integer *, integer *, doublereal *, doublereal *, integer *, doublereal *, integer *, doublereal *, doublereal *, integer *, doublereal *, doublereal *, integer *, doublereal *, doublereal *, integer *, integer *);
    /* -- LAPACK driver 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 .. */
    /* .. */
    /* ================================================================== */
    /* .. Parameters .. */
    /* .. */
    /* .. Local Scalars .. */
    /* .. */
    /* .. External Functions .. */
    /* .. */
    /* .. External Subroutines .. */
    /* .. */
    /* .. Intrinsic Functions .. */
    /* .. */
    /* .. Executable Statements .. */
    /* Parameter adjustments */
    err_bnds_comp_dim1 = *nrhs;
    err_bnds_comp_offset = 1 + err_bnds_comp_dim1;
    err_bnds_comp__ -= err_bnds_comp_offset;
    err_bnds_norm_dim1 = *nrhs;
    err_bnds_norm_offset = 1 + err_bnds_norm_dim1;
    err_bnds_norm__ -= err_bnds_norm_offset;
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    af_dim1 = *ldaf;
    af_offset = 1 + af_dim1;
    af -= af_offset;
    --ipiv;
    --s;
    b_dim1 = *ldb;
    b_offset = 1 + b_dim1;
    b -= b_offset;
    x_dim1 = *ldx;
    x_offset = 1 + x_dim1;
    x -= x_offset;
    --berr;
    --params;
    --work;
    --iwork;
    /* Function Body */
    *info = 0;
    nofact = lsame_(fact, "N");
    equil = lsame_(fact, "E");
    smlnum = dlamch_("Safe minimum");
    bignum = 1. / smlnum;
    if (nofact || equil)
    {
        *(unsigned char *)equed = 'N';
        rcequ = FALSE_;
    }
    else
    {
        rcequ = lsame_(equed, "Y");
    }
    /* Default is failure. If an input parameter is wrong or */
    /* factorization fails, make everything look horrible. Only the */
    /* pivot growth is set here, the rest is initialized in DSYRFSX. */
    *rpvgrw = 0.;
    /* Test the input parameters. PARAMS is not tested until DSYRFSX. */
    if (! nofact && ! equil && ! lsame_(fact, "F"))
    {
        *info = -1;
    }
    else if (! lsame_(uplo, "U") && ! lsame_(uplo, "L"))
    {
        *info = -2;
    }
    else if (*n < 0)
    {
        *info = -3;
    }
    else if (*nrhs < 0)
    {
        *info = -4;
    }
    else if (*lda < max(1,*n))
    {
        *info = -6;
    }
    else if (*ldaf < max(1,*n))
    {
        *info = -8;
    }
    else if (lsame_(fact, "F") && ! (rcequ || lsame_( equed, "N")))
    {
        *info = -9;
    }
    else
    {
        if (rcequ)
        {
            smin = bignum;
            smax = 0.;
            i__1 = *n;
            for (j = 1;
                    j <= i__1;
                    ++j)
            {
                /* Computing MIN */
                d__1 = smin;
                d__2 = s[j]; // , expr subst
                smin = min(d__1,d__2);
                /* Computing MAX */
                d__1 = smax;
                d__2 = s[j]; // , expr subst
                smax = max(d__1,d__2);
                /* L10: */
            }
            if (smin <= 0.)
            {
                *info = -10;
            }
            else if (*n > 0)
            {
                scond = max(smin,smlnum) / min(smax,bignum);
            }
            else
            {
                scond = 1.;
            }
        }
        if (*info == 0)
        {
            if (*ldb < max(1,*n))
            {
                *info = -12;
            }
            else if (*ldx < max(1,*n))
            {
                *info = -14;
            }
        }
    }
    if (*info != 0)
    {
        i__1 = -(*info);
        xerbla_("DSYSVXX", &i__1);
        return 0;
    }
    if (equil)
    {
        /* Compute row and column scalings to equilibrate the matrix A. */
        dsyequb_(uplo, n, &a[a_offset], lda, &s[1], &scond, &amax, &work[1], & infequ);
        if (infequ == 0)
        {
            /* Equilibrate the matrix. */
            dlaqsy_(uplo, n, &a[a_offset], lda, &s[1], &scond, &amax, equed);
            rcequ = lsame_(equed, "Y");
        }
    }
    /* Scale the right-hand side. */
    if (rcequ)
    {
        dlascl2_(n, nrhs, &s[1], &b[b_offset], ldb);
    }
    if (nofact || equil)
    {
        /* Compute the LDL^T or UDU^T factorization of A. */
        dlacpy_(uplo, n, n, &a[a_offset], lda, &af[af_offset], ldaf);
        i__1 = max(1,*n) * 5;
        dsytrf_(uplo, n, &af[af_offset], ldaf, &ipiv[1], &work[1], &i__1, info);
        /* Return if INFO is non-zero. */
        if (*info > 0)
        {
            /* Pivot in column INFO is exactly 0 */
            /* Compute the reciprocal pivot growth factor of the */
            /* leading rank-deficient INFO columns of A. */
            if (*n > 0)
            {
                *rpvgrw = dla_syrpvgrw_(uplo, n, info, &a[a_offset], lda, & af[af_offset], ldaf, &ipiv[1], &work[1]);
            }
            return 0;
        }
    }
    /* Compute the reciprocal pivot growth factor RPVGRW. */
    if (*n > 0)
    {
        *rpvgrw = dla_syrpvgrw_(uplo, n, info, &a[a_offset], lda, &af[ af_offset], ldaf, &ipiv[1], &work[1]);
    }
    /* Compute the solution matrix X. */
    dlacpy_("Full", n, nrhs, &b[b_offset], ldb, &x[x_offset], ldx);
    dsytrs_(uplo, n, nrhs, &af[af_offset], ldaf, &ipiv[1], &x[x_offset], ldx, info);
    /* Use iterative refinement to improve the computed solution and */
    /* compute error bounds and backward error estimates for it. */
    dsyrfsx_(uplo, equed, n, nrhs, &a[a_offset], lda, &af[af_offset], ldaf, & ipiv[1], &s[1], &b[b_offset], ldb, &x[x_offset], ldx, rcond, & berr[1], n_err_bnds__, &err_bnds_norm__[err_bnds_norm_offset], & err_bnds_comp__[err_bnds_comp_offset], nparams, &params[1], &work[ 1], &iwork[1], info);
    /* Scale solutions. */
    if (rcequ)
    {
        dlascl2_(n, nrhs, &s[1], &x[x_offset], ldx);
    }
    return 0;
    /* End of DSYSVXX */
}
Ejemplo n.º 11
0
/* Subroutine */ int dla_syrfsx_extended__(integer *prec_type__, char *uplo, 
	integer *n, integer *nrhs, doublereal *a, integer *lda, doublereal *
	af, integer *ldaf, integer *ipiv, logical *colequ, doublereal *c__, 
	doublereal *b, integer *ldb, doublereal *y, integer *ldy, doublereal *
	berr_out__, integer *n_norms__, doublereal *err_bnds_norm__, 
	doublereal *err_bnds_comp__, doublereal *res, doublereal *ayb, 
	doublereal *dy, doublereal *y_tail__, doublereal *rcond, integer *
	ithresh, doublereal *rthresh, doublereal *dz_ub__, logical *
	ignore_cwise__, integer *info, ftnlen uplo_len)
{
    /* System generated locals */
    integer a_dim1, a_offset, af_dim1, af_offset, b_dim1, b_offset, y_dim1, 
	    y_offset, err_bnds_norm_dim1, err_bnds_norm_offset, 
	    err_bnds_comp_dim1, err_bnds_comp_offset, i__1, i__2, i__3;
    doublereal d__1, d__2;

    /* Local variables */
    doublereal dxratmax, dzratmax;
    integer i__, j;
    logical incr_prec__;
    extern /* Subroutine */ int dla_syamv__(integer *, integer *, doublereal *
	    , doublereal *, integer *, doublereal *, integer *, doublereal *, 
	    doublereal *, integer *);
    doublereal prev_dz_z__, yk, final_dx_x__;
    extern /* Subroutine */ int dla_wwaddw__(integer *, doublereal *, 
	    doublereal *, doublereal *);
    doublereal final_dz_z__, prevnormdx;
    integer cnt;
    doublereal dyk, eps, incr_thresh__, dx_x__, dz_z__;
    extern /* Subroutine */ int dla_lin_berr__(integer *, integer *, integer *
	    , doublereal *, doublereal *, doublereal *);
    doublereal ymin;
    integer y_prec_state__;
    extern /* Subroutine */ int blas_dsymv_x__(integer *, integer *, 
	    doublereal *, doublereal *, integer *, doublereal *, integer *, 
	    doublereal *, doublereal *, integer *, integer *);
    integer uplo2;
    extern logical lsame_(char *, char *);
    extern /* Subroutine */ int blas_dsymv2_x__(integer *, integer *, 
	    doublereal *, doublereal *, integer *, doublereal *, doublereal *,
	     integer *, doublereal *, doublereal *, integer *, integer *), 
	    dcopy_(integer *, doublereal *, integer *, doublereal *, integer *
);
    doublereal dxrat, dzrat;
    extern /* Subroutine */ int daxpy_(integer *, doublereal *, doublereal *, 
	    integer *, doublereal *, integer *), dsymv_(char *, integer *, 
	    doublereal *, doublereal *, integer *, doublereal *, integer *, 
	    doublereal *, doublereal *, integer *);
    doublereal normx, normy;
    extern doublereal dlamch_(char *);
    doublereal normdx;
    extern /* Subroutine */ int dsytrs_(char *, integer *, integer *, 
	    doublereal *, integer *, integer *, doublereal *, integer *, 
	    integer *);
    doublereal hugeval;
    extern integer ilauplo_(char *);
    integer x_state__, z_state__;


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

/*  DLA_SYRFSX_EXTENDED improves the computed solution to a system of */
/*  linear equations by performing extra-precise iterative refinement */
/*  and provides error bounds and backward error estimates for the solution. */
/*  This subroutine is called by DSYRFSX to perform iterative refinement. */
/*  In addition to normwise error bound, the code provides maximum */
/*  componentwise error bound if possible. See comments for ERR_BNDS_NORM */
/*  and ERR_BNDS_COMP for details of the error bounds. Note that this */
/*  subroutine is only resonsible for setting the second fields of */
/*  ERR_BNDS_NORM and ERR_BNDS_COMP. */

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

/*     PREC_TYPE      (input) INTEGER */
/*     Specifies the intermediate precision to be used in refinement. */
/*     The value is defined by ILAPREC(P) where P is a CHARACTER and */
/*     P    = 'S':  Single */
/*          = 'D':  Double */
/*          = 'I':  Indigenous */
/*          = 'X', 'E':  Extra */

/*     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. */

/*     NRHS           (input) INTEGER */
/*     The number of right-hand-sides, i.e., the number of columns of the */
/*     matrix B. */

/*     A              (input) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (LDAF,N) */
/*     The block diagonal matrix D and the multipliers used to */
/*     obtain the factor U or L as computed by DSYTRF. */

/*     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 DSYTRF. */

/*     COLEQU         (input) LOGICAL */
/*     If .TRUE. then column equilibration was done to A before calling */
/*     this routine. This is needed to compute the solution and error */
/*     bounds correctly. */

/*     C              (input) DOUBLE PRECISION array, dimension (N) */
/*     The column scale factors for A. If COLEQU = .FALSE., C */
/*     is not accessed. If C is input, each element of C should be a power */
/*     of the radix to ensure a reliable solution and error estimates. */
/*     Scaling by powers of the radix does not cause rounding errors unless */
/*     the result underflows or overflows. Rounding errors during scaling */
/*     lead to refining with a matrix that is not equivalent to the */
/*     input matrix, producing error estimates that may not be */
/*     reliable. */

/*     B              (input) DOUBLE PRECISION array, dimension (LDB,NRHS) */
/*     The right-hand-side matrix B. */

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

/*     Y              (input/output) DOUBLE PRECISION array, dimension */
/*                    (LDY,NRHS) */
/*     On entry, the solution matrix X, as computed by DSYTRS. */
/*     On exit, the improved solution matrix Y. */

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

/*     BERR_OUT       (output) DOUBLE PRECISION array, dimension (NRHS) */
/*     On exit, BERR_OUT(j) contains the componentwise relative backward */
/*     error for right-hand-side j from the formula */
/*         max(i) ( abs(RES(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) ) */
/*     where abs(Z) is the componentwise absolute value of the matrix */
/*     or vector Z. This is computed by DLA_LIN_BERR. */

/*     N_NORMS        (input) INTEGER */
/*     Determines which error bounds to return (see ERR_BNDS_NORM */
/*     and ERR_BNDS_COMP). */
/*     If N_NORMS >= 1 return normwise error bounds. */
/*     If N_NORMS >= 2 return componentwise error bounds. */

/*     ERR_BNDS_NORM  (input/output) DOUBLE PRECISION array, dimension */
/*                    (NRHS, N_ERR_BNDS) */
/*     For each right-hand side, this array contains information about */
/*     various error bounds and condition numbers corresponding to the */
/*     normwise relative error, which is defined as follows: */

/*     Normwise relative error in the ith solution vector: */
/*             max_j (abs(XTRUE(j,i) - X(j,i))) */
/*            ------------------------------ */
/*                  max_j abs(X(j,i)) */

/*     The array is indexed by the type of error information as described */
/*     below. There currently are up to three pieces of information */
/*     returned. */

/*     The first index in ERR_BNDS_NORM(i,:) corresponds to the ith */
/*     right-hand side. */

/*     The second index in ERR_BNDS_NORM(:,err) contains the following */
/*     three fields: */
/*     err = 1 "Trust/don't trust" boolean. Trust the answer if the */
/*              reciprocal condition number is less than the threshold */
/*              sqrt(n) * slamch('Epsilon'). */

/*     err = 2 "Guaranteed" error bound: The estimated forward error, */
/*              almost certainly within a factor of 10 of the true error */
/*              so long as the next entry is greater than the threshold */
/*              sqrt(n) * slamch('Epsilon'). This error bound should only */
/*              be trusted if the previous boolean is true. */

/*     err = 3  Reciprocal condition number: Estimated normwise */
/*              reciprocal condition number.  Compared with the threshold */
/*              sqrt(n) * slamch('Epsilon') to determine if the error */
/*              estimate is "guaranteed". These reciprocal condition */
/*              numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some */
/*              appropriately scaled matrix Z. */
/*              Let Z = S*A, where S scales each row by a power of the */
/*              radix so all absolute row sums of Z are approximately 1. */

/*     This subroutine is only responsible for setting the second field */
/*     above. */
/*     See Lapack Working Note 165 for further details and extra */
/*     cautions. */

/*     ERR_BNDS_COMP  (input/output) DOUBLE PRECISION array, dimension */
/*                    (NRHS, N_ERR_BNDS) */
/*     For each right-hand side, this array contains information about */
/*     various error bounds and condition numbers corresponding to the */
/*     componentwise relative error, which is defined as follows: */

/*     Componentwise relative error in the ith solution vector: */
/*                    abs(XTRUE(j,i) - X(j,i)) */
/*             max_j ---------------------- */
/*                         abs(X(j,i)) */

/*     The array is indexed by the right-hand side i (on which the */
/*     componentwise relative error depends), and the type of error */
/*     information as described below. There currently are up to three */
/*     pieces of information returned for each right-hand side. If */
/*     componentwise accuracy is not requested (PARAMS(3) = 0.0), then */
/*     ERR_BNDS_COMP is not accessed.  If N_ERR_BNDS .LT. 3, then at most */
/*     the first (:,N_ERR_BNDS) entries are returned. */

/*     The first index in ERR_BNDS_COMP(i,:) corresponds to the ith */
/*     right-hand side. */

/*     The second index in ERR_BNDS_COMP(:,err) contains the following */
/*     three fields: */
/*     err = 1 "Trust/don't trust" boolean. Trust the answer if the */
/*              reciprocal condition number is less than the threshold */
/*              sqrt(n) * slamch('Epsilon'). */

/*     err = 2 "Guaranteed" error bound: The estimated forward error, */
/*              almost certainly within a factor of 10 of the true error */
/*              so long as the next entry is greater than the threshold */
/*              sqrt(n) * slamch('Epsilon'). This error bound should only */
/*              be trusted if the previous boolean is true. */

/*     err = 3  Reciprocal condition number: Estimated componentwise */
/*              reciprocal condition number.  Compared with the threshold */
/*              sqrt(n) * slamch('Epsilon') to determine if the error */
/*              estimate is "guaranteed". These reciprocal condition */
/*              numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some */
/*              appropriately scaled matrix Z. */
/*              Let Z = S*(A*diag(x)), where x is the solution for the */
/*              current right-hand side and S scales each row of */
/*              A*diag(x) by a power of the radix so all absolute row */
/*              sums of Z are approximately 1. */

/*     This subroutine is only responsible for setting the second field */
/*     above. */
/*     See Lapack Working Note 165 for further details and extra */
/*     cautions. */

/*     RES            (input) DOUBLE PRECISION array, dimension (N) */
/*     Workspace to hold the intermediate residual. */

/*     AYB            (input) DOUBLE PRECISION array, dimension (N) */
/*     Workspace. This can be the same workspace passed for Y_TAIL. */

/*     DY             (input) DOUBLE PRECISION array, dimension (N) */
/*     Workspace to hold the intermediate solution. */

/*     Y_TAIL         (input) DOUBLE PRECISION array, dimension (N) */
/*     Workspace to hold the trailing bits of the intermediate solution. */

/*     RCOND          (input) DOUBLE PRECISION */
/*     Reciprocal scaled condition number.  This is an estimate of the */
/*     reciprocal Skeel condition number of the matrix A after */
/*     equilibration (if done).  If this is less than the machine */
/*     precision (in particular, if it is zero), the matrix is singular */
/*     to working precision.  Note that the error may still be small even */
/*     if this number is very small and the matrix appears ill- */
/*     conditioned. */

/*     ITHRESH        (input) INTEGER */
/*     The maximum number of residual computations allowed for */
/*     refinement. The default is 10. For 'aggressive' set to 100 to */
/*     permit convergence using approximate factorizations or */
/*     factorizations other than LU. If the factorization uses a */
/*     technique other than Gaussian elimination, the guarantees in */
/*     ERR_BNDS_NORM and ERR_BNDS_COMP may no longer be trustworthy. */

/*     RTHRESH        (input) DOUBLE PRECISION */
/*     Determines when to stop refinement if the error estimate stops */
/*     decreasing. Refinement will stop when the next solution no longer */
/*     satisfies norm(dx_{i+1}) < RTHRESH * norm(dx_i) where norm(Z) is */
/*     the infinity norm of Z. RTHRESH satisfies 0 < RTHRESH <= 1. The */
/*     default value is 0.5. For 'aggressive' set to 0.9 to permit */
/*     convergence on extremely ill-conditioned matrices. See LAWN 165 */
/*     for more details. */

/*     DZ_UB          (input) DOUBLE PRECISION */
/*     Determines when to start considering componentwise convergence. */
/*     Componentwise convergence is only considered after each component */
/*     of the solution Y is stable, which we definte as the relative */
/*     change in each component being less than DZ_UB. The default value */
/*     is 0.25, requiring the first bit to be stable. See LAWN 165 for */
/*     more details. */

/*     IGNORE_CWISE   (input) LOGICAL */
/*     If .TRUE. then ignore componentwise convergence. Default value */
/*     is .FALSE.. */

/*     INFO           (output) INTEGER */
/*       = 0:  Successful exit. */
/*       < 0:  if INFO = -i, the ith argument to DSYTRS had an illegal */
/*             value */

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

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

    /* Parameter adjustments */
    err_bnds_comp_dim1 = *nrhs;
    err_bnds_comp_offset = 1 + err_bnds_comp_dim1;
    err_bnds_comp__ -= err_bnds_comp_offset;
    err_bnds_norm_dim1 = *nrhs;
    err_bnds_norm_offset = 1 + err_bnds_norm_dim1;
    err_bnds_norm__ -= err_bnds_norm_offset;
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    af_dim1 = *ldaf;
    af_offset = 1 + af_dim1;
    af -= af_offset;
    --ipiv;
    --c__;
    b_dim1 = *ldb;
    b_offset = 1 + b_dim1;
    b -= b_offset;
    y_dim1 = *ldy;
    y_offset = 1 + y_dim1;
    y -= y_offset;
    --berr_out__;
    --res;
    --ayb;
    --dy;
    --y_tail__;

    /* Function Body */
    if (*info != 0) {
	return 0;
    }
    eps = dlamch_("Epsilon");
    hugeval = dlamch_("Overflow");
/*     Force HUGEVAL to Inf */
    hugeval *= hugeval;
/*     Using HUGEVAL may lead to spurious underflows. */
    incr_thresh__ = (doublereal) (*n) * eps;
    if (lsame_(uplo, "L")) {
	uplo2 = ilauplo_("L");
    } else {
	uplo2 = ilauplo_("U");
    }
    i__1 = *nrhs;
    for (j = 1; j <= i__1; ++j) {
	y_prec_state__ = 1;
	if (y_prec_state__ == 2) {
	    i__2 = *n;
	    for (i__ = 1; i__ <= i__2; ++i__) {
		y_tail__[i__] = 0.;
	    }
	}
	dxrat = 0.;
	dxratmax = 0.;
	dzrat = 0.;
	dzratmax = 0.;
	final_dx_x__ = hugeval;
	final_dz_z__ = hugeval;
	prevnormdx = hugeval;
	prev_dz_z__ = hugeval;
	dz_z__ = hugeval;
	dx_x__ = hugeval;
	x_state__ = 1;
	z_state__ = 0;
	incr_prec__ = FALSE_;
	i__2 = *ithresh;
	for (cnt = 1; cnt <= i__2; ++cnt) {

/*        Compute residual RES = B_s - op(A_s) * Y, */
/*            op(A) = A, A**T, or A**H depending on TRANS (and type). */

	    dcopy_(n, &b[j * b_dim1 + 1], &c__1, &res[1], &c__1);
	    if (y_prec_state__ == 0) {
		dsymv_(uplo, n, &c_b9, &a[a_offset], lda, &y[j * y_dim1 + 1], 
			&c__1, &c_b11, &res[1], &c__1);
	    } else if (y_prec_state__ == 1) {
		blas_dsymv_x__(&uplo2, n, &c_b9, &a[a_offset], lda, &y[j * 
			y_dim1 + 1], &c__1, &c_b11, &res[1], &c__1, 
			prec_type__);
	    } else {
		blas_dsymv2_x__(&uplo2, n, &c_b9, &a[a_offset], lda, &y[j * 
			y_dim1 + 1], &y_tail__[1], &c__1, &c_b11, &res[1], &
			c__1, prec_type__);
	    }
/*         XXX: RES is no longer needed. */
	    dcopy_(n, &res[1], &c__1, &dy[1], &c__1);
	    dsytrs_(uplo, n, nrhs, &af[af_offset], ldaf, &ipiv[1], &dy[1], n, 
		    info);

/*         Calculate relative changes DX_X, DZ_Z and ratios DXRAT, DZRAT. */

	    normx = 0.;
	    normy = 0.;
	    normdx = 0.;
	    dz_z__ = 0.;
	    ymin = hugeval;
	    i__3 = *n;
	    for (i__ = 1; i__ <= i__3; ++i__) {
		yk = (d__1 = y[i__ + j * y_dim1], abs(d__1));
		dyk = (d__1 = dy[i__], abs(d__1));
		if (yk != 0.) {
/* Computing MAX */
		    d__1 = dz_z__, d__2 = dyk / yk;
		    dz_z__ = max(d__1,d__2);
		} else if (dyk != 0.) {
		    dz_z__ = hugeval;
		}
		ymin = min(ymin,yk);
		normy = max(normy,yk);
		if (*colequ) {
/* Computing MAX */
		    d__1 = normx, d__2 = yk * c__[i__];
		    normx = max(d__1,d__2);
/* Computing MAX */
		    d__1 = normdx, d__2 = dyk * c__[i__];
		    normdx = max(d__1,d__2);
		} else {
		    normx = normy;
		    normdx = max(normdx,dyk);
		}
	    }
	    if (normx != 0.) {
		dx_x__ = normdx / normx;
	    } else if (normdx == 0.) {
		dx_x__ = 0.;
	    } else {
		dx_x__ = hugeval;
	    }
	    dxrat = normdx / prevnormdx;
	    dzrat = dz_z__ / prev_dz_z__;

/*         Check termination criteria. */

	    if (ymin * *rcond < incr_thresh__ * normy && y_prec_state__ < 2) {
		incr_prec__ = TRUE_;
	    }
	    if (x_state__ == 3 && dxrat <= *rthresh) {
		x_state__ = 1;
	    }
	    if (x_state__ == 1) {
		if (dx_x__ <= eps) {
		    x_state__ = 2;
		} else if (dxrat > *rthresh) {
		    if (y_prec_state__ != 2) {
			incr_prec__ = TRUE_;
		    } else {
			x_state__ = 3;
		    }
		} else {
		    if (dxrat > dxratmax) {
			dxratmax = dxrat;
		    }
		}
		if (x_state__ > 1) {
		    final_dx_x__ = dx_x__;
		}
	    }
	    if (z_state__ == 0 && dz_z__ <= *dz_ub__) {
		z_state__ = 1;
	    }
	    if (z_state__ == 3 && dzrat <= *rthresh) {
		z_state__ = 1;
	    }
	    if (z_state__ == 1) {
		if (dz_z__ <= eps) {
		    z_state__ = 2;
		} else if (dz_z__ > *dz_ub__) {
		    z_state__ = 0;
		    dzratmax = 0.;
		    final_dz_z__ = hugeval;
		} else if (dzrat > *rthresh) {
		    if (y_prec_state__ != 2) {
			incr_prec__ = TRUE_;
		    } else {
			z_state__ = 3;
		    }
		} else {
		    if (dzrat > dzratmax) {
			dzratmax = dzrat;
		    }
		}
		if (z_state__ > 1) {
		    final_dz_z__ = dz_z__;
		}
	    }
	    if (x_state__ != 1 && (*ignore_cwise__ || z_state__ != 1)) {
		goto L666;
	    }
	    if (incr_prec__) {
		incr_prec__ = FALSE_;
		++y_prec_state__;
		i__3 = *n;
		for (i__ = 1; i__ <= i__3; ++i__) {
		    y_tail__[i__] = 0.;
		}
	    }
	    prevnormdx = normdx;
	    prev_dz_z__ = dz_z__;

/*           Update soluton. */

	    if (y_prec_state__ < 2) {
		daxpy_(n, &c_b11, &dy[1], &c__1, &y[j * y_dim1 + 1], &c__1);
	    } else {
		dla_wwaddw__(n, &y[j * y_dim1 + 1], &y_tail__[1], &dy[1]);
	    }
	}
/*        Target of "IF (Z_STOP .AND. X_STOP)".  Sun's f77 won't EXIT. */
L666:

/*     Set final_* when cnt hits ithresh. */

	if (x_state__ == 1) {
	    final_dx_x__ = dx_x__;
	}
	if (z_state__ == 1) {
	    final_dz_z__ = dz_z__;
	}

/*     Compute error bounds. */

	if (*n_norms__ >= 1) {
	    err_bnds_norm__[j + (err_bnds_norm_dim1 << 1)] = final_dx_x__ / (
		    1 - dxratmax);
	}
	if (*n_norms__ >= 2) {
	    err_bnds_comp__[j + (err_bnds_comp_dim1 << 1)] = final_dz_z__ / (
		    1 - dzratmax);
	}

/*     Compute componentwise relative backward error from formula */
/*         max(i) ( abs(R(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) ) */
/*     where abs(Z) is the componentwise absolute value of the matrix */
/*     or vector Z. */

/*        Compute residual RES = B_s - op(A_s) * Y, */
/*            op(A) = A, A**T, or A**H depending on TRANS (and type). */
	dcopy_(n, &b[j * b_dim1 + 1], &c__1, &res[1], &c__1);
	dsymv_(uplo, n, &c_b9, &a[a_offset], lda, &y[j * y_dim1 + 1], &c__1, &
		c_b11, &res[1], &c__1);
	i__2 = *n;
	for (i__ = 1; i__ <= i__2; ++i__) {
	    ayb[i__] = (d__1 = b[i__ + j * b_dim1], abs(d__1));
	}

/*     Compute abs(op(A_s))*abs(Y) + abs(B_s). */

	dla_syamv__(&uplo2, n, &c_b11, &a[a_offset], lda, &y[j * y_dim1 + 1], 
		&c__1, &c_b11, &ayb[1], &c__1);
	dla_lin_berr__(n, n, &c__1, &res[1], &ayb[1], &berr_out__[j]);

/*     End of loop for each RHS. */

    }

    return 0;
} /* dla_syrfsx_extended__ */
Ejemplo n.º 12
0
/* Subroutine */
int dsyrfs_(char *uplo, integer *n, integer *nrhs, doublereal *a, integer *lda, doublereal *af, integer *ldaf, integer * ipiv, doublereal *b, integer *ldb, doublereal *x, integer *ldx, doublereal *ferr, doublereal *berr, doublereal *work, integer *iwork, 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;
    doublereal d__1, d__2, d__3;
    /* 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];
    extern /* Subroutine */
    int dcopy_(integer *, doublereal *, integer *, doublereal *, integer *), daxpy_(integer *, doublereal *, doublereal *, integer *, doublereal *, integer *);
    integer count;
    logical upper;
    extern /* Subroutine */
    int dsymv_(char *, integer *, doublereal *, doublereal *, integer *, doublereal *, integer *, doublereal *, doublereal *, integer *), dlacn2_(integer *, doublereal *, doublereal *, integer *, doublereal *, integer *, integer *);
    extern doublereal dlamch_(char *);
    doublereal safmin;
    extern /* Subroutine */
    int xerbla_(char *, integer *);
    doublereal lstres;
    extern /* Subroutine */
    int dsytrs_(char *, integer *, integer *, doublereal *, integer *, integer *, doublereal *, 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 .. */
    /* .. */
    /* .. Executable Statements .. */
    /* Test the input parameters. */
    /* Parameter adjustments */
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    af_dim1 = *ldaf;
    af_offset = 1 + af_dim1;
    af -= af_offset;
    --ipiv;
    b_dim1 = *ldb;
    b_offset = 1 + b_dim1;
    b -= b_offset;
    x_dim1 = *ldx;
    x_offset = 1 + x_dim1;
    x -= x_offset;
    --ferr;
    --berr;
    --work;
    --iwork;
    /* Function Body */
    *info = 0;
    upper = lsame_(uplo, "U");
    if (! upper && ! lsame_(uplo, "L"))
    {
        *info = -1;
    }
    else if (*n < 0)
    {
        *info = -2;
    }
    else if (*nrhs < 0)
    {
        *info = -3;
    }
    else if (*lda < max(1,*n))
    {
        *info = -5;
    }
    else if (*ldaf < max(1,*n))
    {
        *info = -7;
    }
    else if (*ldb < max(1,*n))
    {
        *info = -10;
    }
    else if (*ldx < max(1,*n))
    {
        *info = -12;
    }
    if (*info != 0)
    {
        i__1 = -(*info);
        xerbla_("DSYRFS", &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 */
        dcopy_(n, &b[j * b_dim1 + 1], &c__1, &work[*n + 1], &c__1);
        dsymv_(uplo, n, &c_b12, &a[a_offset], lda, &x[j * x_dim1 + 1], &c__1, &c_b14, &work[*n + 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__)
        {
            work[i__] = (d__1 = b[i__ + j * b_dim1], f2c_abs(d__1));
            /* L30: */
        }
        /* Compute f2c_abs(A)*f2c_abs(X) + f2c_abs(B). */
        if (upper)
        {
            i__2 = *n;
            for (k = 1;
                    k <= i__2;
                    ++k)
            {
                s = 0.;
                xk = (d__1 = x[k + j * x_dim1], f2c_abs(d__1));
                i__3 = k - 1;
                for (i__ = 1;
                        i__ <= i__3;
                        ++i__)
                {
                    work[i__] += (d__1 = a[i__ + k * a_dim1], f2c_abs(d__1)) * xk;
                    s += (d__1 = a[i__ + k * a_dim1], f2c_abs(d__1)) * (d__2 = x[ i__ + j * x_dim1], f2c_abs(d__2));
                    /* L40: */
                }
                work[k] = work[k] + (d__1 = a[k + k * a_dim1], f2c_abs(d__1)) * xk + s;
                /* L50: */
            }
        }
        else
        {
            i__2 = *n;
            for (k = 1;
                    k <= i__2;
                    ++k)
            {
                s = 0.;
                xk = (d__1 = x[k + j * x_dim1], f2c_abs(d__1));
                work[k] += (d__1 = a[k + k * a_dim1], f2c_abs(d__1)) * xk;
                i__3 = *n;
                for (i__ = k + 1;
                        i__ <= i__3;
                        ++i__)
                {
                    work[i__] += (d__1 = a[i__ + k * a_dim1], f2c_abs(d__1)) * xk;
                    s += (d__1 = a[i__ + k * a_dim1], f2c_abs(d__1)) * (d__2 = x[ i__ + j * x_dim1], f2c_abs(d__2));
                    /* L60: */
                }
                work[k] += s;
                /* L70: */
            }
        }
        s = 0.;
        i__2 = *n;
        for (i__ = 1;
                i__ <= i__2;
                ++i__)
        {
            if (work[i__] > safe2)
            {
                /* Computing MAX */
                d__2 = s;
                d__3 = (d__1 = work[*n + i__], f2c_abs(d__1)) / work[ i__]; // , expr subst
                s = max(d__2,d__3);
            }
            else
            {
                /* Computing MAX */
                d__2 = s;
                d__3 = ((d__1 = work[*n + i__], f2c_abs(d__1)) + safe1) / (work[i__] + safe1); // , expr subst
                s = max(d__2,d__3);
            }
            /* 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. */
            dsytrs_(uplo, n, &c__1, &af[af_offset], ldaf, &ipiv[1], &work[*n + 1], n, info);
            daxpy_(n, &c_b14, &work[*n + 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 DLACN2 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 (work[i__] > safe2)
            {
                work[i__] = (d__1 = work[*n + i__], f2c_abs(d__1)) + nz * eps * work[i__];
            }
            else
            {
                work[i__] = (d__1 = work[*n + i__], f2c_abs(d__1)) + nz * eps * work[i__] + safe1;
            }
            /* L90: */
        }
        kase = 0;
L100:
        dlacn2_(n, &work[(*n << 1) + 1], &work[*n + 1], &iwork[1], &ferr[j], & kase, isave);
        if (kase != 0)
        {
            if (kase == 1)
            {
                /* Multiply by diag(W)*inv(A**T). */
                dsytrs_(uplo, n, &c__1, &af[af_offset], ldaf, &ipiv[1], &work[ *n + 1], n, info);
                i__2 = *n;
                for (i__ = 1;
                        i__ <= i__2;
                        ++i__)
                {
                    work[*n + i__] = work[i__] * work[*n + i__];
                    /* L110: */
                }
            }
            else if (kase == 2)
            {
                /* Multiply by inv(A)*diag(W). */
                i__2 = *n;
                for (i__ = 1;
                        i__ <= i__2;
                        ++i__)
                {
                    work[*n + i__] = work[i__] * work[*n + i__];
                    /* L120: */
                }
                dsytrs_(uplo, n, &c__1, &af[af_offset], ldaf, &ipiv[1], &work[ *n + 1], n, info);
            }
            goto L100;
        }
        /* Normalize error. */
        lstres = 0.;
        i__2 = *n;
        for (i__ = 1;
                i__ <= i__2;
                ++i__)
        {
            /* Computing MAX */
            d__2 = lstres;
            d__3 = (d__1 = x[i__ + j * x_dim1], f2c_abs(d__1)); // , expr subst
            lstres = max(d__2,d__3);
            /* L130: */
        }
        if (lstres != 0.)
        {
            ferr[j] /= lstres;
        }
        /* L140: */
    }
    return 0;
    /* End of DSYRFS */
}
Ejemplo n.º 13
0
 int dsycon_(char *uplo, int *n, double *a, int *
	lda, int *ipiv, double *anorm, double *rcond, double *
	work, int *iwork, int *info)
{
    /* System generated locals */
    int a_dim1, a_offset, i__1;

    /* Local variables */
    int i__, kase;
    extern int lsame_(char *, char *);
    int isave[3];
    int upper;
    extern  int dlacn2_(int *, double *, double *, 
	     int *, double *, int *, int *), xerbla_(char *, 
	    int *);
    double ainvnm;
    extern  int dsytrs_(char *, int *, int *, 
	    double *, int *, int *, double *, int *, 
	    int *);


/*  -- LAPACK routine (version 3.2) -- */
/*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/*     November 2006 */

/*     Modified to call DLACN2 in place of DLACON, 5 Feb 03, SJH. */

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

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

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

/*  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) DOUBLE PRECISION array, dimension (LDA,N) */
/*          The block diagonal matrix D and the multipliers used to */
/*          obtain the factor U or L as computed by DSYTRF. */

/*  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 DSYTRF. */

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

/*  IWORK    (workspace) INTEGER 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 .. */
/*     .. */
/*     .. Executable Statements .. */

/*     Test the input parameters. */

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

    /* 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_("DSYCON", &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__) {
	    if (ipiv[i__] > 0 && a[i__ + i__ * a_dim1] == 0.) {
		return 0;
	    }
/* L10: */
	}
    } else {

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

	i__1 = *n;
	for (i__ = 1; i__ <= i__1; ++i__) {
	    if (ipiv[i__] > 0 && a[i__ + i__ * a_dim1] == 0.) {
		return 0;
	    }
/* L20: */
	}
    }

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

    kase = 0;
L30:
    dlacn2_(n, &work[*n + 1], &work[1], &iwork[1], &ainvnm, &kase, isave);
    if (kase != 0) {

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

	dsytrs_(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 DSYCON */

} /* dsycon_ */
Ejemplo n.º 14
0
int main(){
  double *A, *A2, *b, *b2, *L, *T, *P, *D, *SD1, *SD2, *PT, *WORK;
  int SIZE, m, POSX, POSY, NUML, NMBR, i, j, NRHS=1, INFO, *IPIV, NUMM;
  char NAME[20], FNAM[30], UPLO='L', TRANS='N', DIAG='U';
  FILE *FILI,*FILI2,*FILO, *FIL3;

    FIL3 = fopen("INPUT.dat","r");
// LECTURE DU NOMBRE DE MATRICE A TRAITER
    fscanf(FIL3,"%d",&NMBR);
    for(NUMM = 0; NUMM<NMBR;NUMM++){
// LECTURE DU NOM DE LA MATRICE ACTUELLE ET OUVERTURE DES FICHIERS
        fscanf(FIL3,"%s",NAME);
        FILI = fopen(NAME,"r");
        if(FILI==NULL){
            printf("Fichier %s introuvable !!!\n",NAME);
            continue;
        }
        sprintf(HEAD,"rhs_%s.dat",NAME);
        FILI2 = fopen(FNAM,"r");
        sprintf(HEAD,"result_%s.dat",NAME);
        FILO = fopen(FNAM,"w+");

// ALLOCATION DES DIFFERENTS TABLEAUX
        fscanf(FILI,"%d %d %d",&SIZE, &m, &NUML);
        A    = (double *) calloc(SIZE*SIZE,sizeof(double));
        A2   = (double *) calloc(SIZE*SIZE,sizeof(double));
        b    = (double *) calloc(SIZE,sizeof(double));
		b2   = (double *) calloc(SIZE,sizeof(double));
        P    = (double *) calloc(SIZE*SIZE,sizeof(double));
        PT   = (double *) calloc(SIZE*SIZE,sizeof(double));    
        L    = (double *) calloc(SIZE*SIZE,sizeof(double));
        T    = (double *) calloc(SIZE*SIZE,sizeof(double));
        D    = (double *) calloc(SIZE,sizeof(double));
        SD1  = (double *) calloc(SIZE-1,sizeof(double));
        SD2  = (double *) calloc(SIZE-1,sizeof(double));
        WORK = (double *) calloc(SIZE,sizeof(double));
        IPIV = (int*)     calloc(SIZE,sizeof(int));    

// LECTURE DES VALEURS DE A
        for(i=0;i<NUML;i++){
            fscanf(FILI,"%d %d",&POSX, &POSY);
            fscanf(FILI,"%lf",A+POSX-1+SIZE*(POSY-1));
            A2[(POSX-1)+SIZE*(POSY-1)] = A[(POSX-1)+SIZE*(POSY-1)];
        }

// LECTURE DES VALEURS DE b
        for(i=0;i<SIZE;i++){
            fscanf(FILI2,"%lf",b+i);
            b2[i] = b[i];
        }

// METHODE DE AASEN
//   CALCUL DES MATRICES T,L ET P
        aasen(SIZE,A,T,L,P);

//   RESOLUTION DES AUTRES EQUATIONS
        b = gaxPD(P,SIZE,SIZE,b);
        for(i=0;i<SIZE;i++) D[i] = T[i+SIZE*i];
        for(i=0;i<SIZE-1;i++) SD1[i] = T[i+SIZE*(i+1)], SD2[i] = T[i+1+SIZE*i];
        for(i=0;i<SIZE;i++) for(j=0;j<SIZE;j++) PT[i+SIZE*j]=P[j+SIZE*i];

        dtrtrs(&UPLO, &TRANS, &DIAG, &SIZE, &NRHS, L, &SIZE, b, &SIZE, &INFO);
        dgtsv(&SIZE, &NRHS, SD1, D, SD2, b, &SIZE, &INFO);
        TRANS = 'T';
        dtrtrs(&UPLO,&TRANS,&DIAG,&SIZE,&NRHS,L,&SIZE,b,&SIZE,&INFO);

//   CALCUL DE LA SOLUTION FINALE
        b = gaxPD(PT,SIZE,SIZE,b);

// METHODE DE BUNCH-PARLETT
        dsytrf_(&UPLO, &SIZE, A2, &SIZE, IPIV, WORK, &SIZE, &INFO);
        dsytrs_(&UPLO, &SIZE, &NRHS, A2, &SIZE, IPIV, b2, &SIZE, &INFO);

// ECRITURE DANS LE FICHIER DE SORTIE
        for(i=0;i<SIZE;i++) fprintf(FILO,"%lf\t%lf\SIZE",b[i],b2[i]);

// LIBERATION DE LA MEMOIRE ET FERMETURE DES FICHIERS
        free(A);free(b);free(A2);free(b2);free(P);free(PT);free(L);free(T);free(D);free(SD1);
        free(SD2);
        fclose(FILI); fclose(FILI2); fclose(FILO);
    }
    return(0);
}