コード例 #1
0
ファイル: chesv.c プロジェクト: Electrostatics/FETK
/* Subroutine */ int chesv_(char *uplo, integer *n, integer *nrhs, complex *a,
	 integer *lda, integer *ipiv, complex *b, integer *ldb, complex *work,
	 integer *lwork, integer *info, ftnlen uplo_len)
{
    /* System generated locals */
    integer a_dim1, a_offset, b_dim1, b_offset, i__1;

    /* Local variables */
    static integer nb;
    extern logical lsame_(char *, char *, ftnlen, ftnlen);
    extern /* Subroutine */ int chetrf_(char *, integer *, complex *, integer 
	    *, integer *, complex *, integer *, integer *, ftnlen), xerbla_(
	    char *, integer *, ftnlen);
    extern integer ilaenv_(integer *, char *, char *, integer *, integer *, 
	    integer *, integer *, ftnlen, ftnlen);
    extern /* Subroutine */ int chetrs_(char *, integer *, integer *, complex 
	    *, integer *, integer *, complex *, integer *, integer *, ftnlen);
    static integer lwkopt;
    static logical lquery;


/*  -- 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 */

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

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

/*  CHESV computes the solution to a complex system of linear equations */
/*     A * X = B, */
/*  where A is an N-by-N Hermitian matrix and X and B are N-by-NRHS */
/*  matrices. */

/*  The diagonal pivoting method is used to factor A as */
/*     A = U * D * U**H,  if UPLO = 'U', or */
/*     A = L * D * L**H,  if UPLO = 'L', */
/*  where U (or L) is a product of permutation and unit upper (lower) */
/*  triangular matrices, and D is Hermitian 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) COMPLEX array, dimension (LDA,N) */
/*          On entry, the Hermitian matrix A.  If UPLO = 'U', the leading */
/*          N-by-N upper triangular part of A contains the upper */
/*          triangular part of the matrix A, and the strictly lower */
/*          triangular part of A is not referenced.  If UPLO = 'L', the */
/*          leading N-by-N lower triangular part of A contains the lower */
/*          triangular part of the matrix A, and the strictly upper */
/*          triangular part of A is not referenced. */

/*          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**H or A = L*D*L**H as computed by */
/*          CHETRF. */

/*  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 CHETRF.  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) COMPLEX 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) COMPLEX 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 */
/*          CHETRF. */

/*          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. */

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

/*     .. 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;
    --ipiv;
    b_dim1 = *ldb;
    b_offset = 1 + b_dim1;
    b -= b_offset;
    --work;

    /* Function Body */
    *info = 0;
    lquery = *lwork == -1;
    if (! lsame_(uplo, "U", (ftnlen)1, (ftnlen)1) && ! lsame_(uplo, "L", (
	    ftnlen)1, (ftnlen)1)) {
	*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, "CHETRF", uplo, n, &c_n1, &c_n1, &c_n1, (ftnlen)6,
		 (ftnlen)1);
	lwkopt = *n * nb;
	work[1].r = (real) lwkopt, work[1].i = 0.f;
    }

    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("CHESV ", &i__1, (ftnlen)6);
	return 0;
    } else if (lquery) {
	return 0;
    }

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

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

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

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

    }

    work[1].r = (real) lwkopt, work[1].i = 0.f;

    return 0;

/*     End of CHESV */

} /* chesv_ */
コード例 #2
0
/* Subroutine */ int cherfs_(char *uplo, integer *n, integer *nrhs, complex *
	a, integer *lda, complex *af, integer *ldaf, integer *ipiv, complex *
	b, integer *ldb, complex *x, integer *ldx, real *ferr, real *berr, 
	complex *work, real *rwork, integer *info)
{
/*  -- LAPACK routine (version 3.0) --   
       Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,   
       Courant Institute, Argonne National Lab, and Rice University   
       September 30, 1994   


    Purpose   
    =======   

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

    Arguments   
    =========   

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

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

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

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

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

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

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

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

    B       (input) COMPLEX array, dimension (LDB,NRHS)   
            The right hand side matrix B.   

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

    X       (input/output) COMPLEX array, dimension (LDX,NRHS)   
            On entry, the solution matrix X, as computed by CHETRS.   
            On exit, the improved solution matrix X.   

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

    FERR    (output) REAL 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) REAL array, dimension (NRHS)   
            The componentwise relative backward error of each solution   
            vector X(j) (i.e., the smallest relative change in   
            any element of A or B that makes X(j) an exact solution).   

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

    RWORK   (workspace) REAL 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 */
    /* Table of constant values */
    static complex c_b1 = {1.f,0.f};
    static integer c__1 = 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, i__4, i__5;
    real r__1, r__2, r__3, r__4;
    complex q__1;
    /* Builtin functions */
    double r_imag(complex *);
    /* Local variables */
    static integer kase;
    static real safe1, safe2;
    static integer i__, j, k;
    static real s;
    extern logical lsame_(char *, char *);
    extern /* Subroutine */ int chemv_(char *, integer *, complex *, complex *
	    , integer *, complex *, integer *, complex *, complex *, integer *
	    ), ccopy_(integer *, complex *, integer *, complex *, 
	    integer *), caxpy_(integer *, complex *, complex *, integer *, 
	    complex *, integer *);
    static integer count;
    static logical upper;
    extern /* Subroutine */ int clacon_(integer *, complex *, complex *, real 
	    *, integer *);
    static real xk;
    extern doublereal slamch_(char *);
    static integer nz;
    static real safmin;
    extern /* Subroutine */ int xerbla_(char *, integer *), chetrs_(
	    char *, integer *, integer *, complex *, integer *, integer *, 
	    complex *, integer *, integer *);
    static real lstres, eps;
#define a_subscr(a_1,a_2) (a_2)*a_dim1 + a_1
#define a_ref(a_1,a_2) a[a_subscr(a_1,a_2)]
#define b_subscr(a_1,a_2) (a_2)*b_dim1 + a_1
#define b_ref(a_1,a_2) b[b_subscr(a_1,a_2)]
#define x_subscr(a_1,a_2) (a_2)*x_dim1 + a_1
#define x_ref(a_1,a_2) x[x_subscr(a_1,a_2)]


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

    /* Function Body */
    *info = 0;
    upper = lsame_(uplo, "U");
    if (! upper && ! lsame_(uplo, "L")) {
	*info = -1;
    } else if (*n < 0) {
	*info = -2;
    } else if (*nrhs < 0) {
	*info = -3;
    } else if (*lda < max(1,*n)) {
	*info = -5;
    } else if (*ldaf < max(1,*n)) {
	*info = -7;
    } else if (*ldb < max(1,*n)) {
	*info = -10;
    } else if (*ldx < max(1,*n)) {
	*info = -12;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("CHERFS", &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.f;
	    berr[j] = 0.f;
/* L10: */
	}
	return 0;
    }

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

    nz = *n + 1;
    eps = slamch_("Epsilon");
    safmin = slamch_("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.f;
L20:

/*        Loop until stopping criterion is satisfied.   

          Compute residual R = B - A * X */

	ccopy_(n, &b_ref(1, j), &c__1, &work[1], &c__1);
	q__1.r = -1.f, q__1.i = 0.f;
	chemv_(uplo, n, &q__1, &a[a_offset], lda, &x_ref(1, j), &c__1, &c_b1, 
		&work[1], &c__1);

/*        Compute componentwise relative backward error from formula   

          max(i) ( abs(R(i)) / ( abs(A)*abs(X) + abs(B) )(i) )   

          where abs(Z) is the componentwise absolute value of the matrix   
          or vector Z.  If the i-th component of the denominator is less   
          than SAFE2, then SAFE1 is added to the i-th components of the   
          numerator and denominator before dividing. */

	i__2 = *n;
	for (i__ = 1; i__ <= i__2; ++i__) {
	    i__3 = b_subscr(i__, j);
	    rwork[i__] = (r__1 = b[i__3].r, dabs(r__1)) + (r__2 = r_imag(&
		    b_ref(i__, j)), dabs(r__2));
/* L30: */
	}

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

	if (upper) {
	    i__2 = *n;
	    for (k = 1; k <= i__2; ++k) {
		s = 0.f;
		i__3 = x_subscr(k, j);
		xk = (r__1 = x[i__3].r, dabs(r__1)) + (r__2 = r_imag(&x_ref(k,
			 j)), dabs(r__2));
		i__3 = k - 1;
		for (i__ = 1; i__ <= i__3; ++i__) {
		    i__4 = a_subscr(i__, k);
		    rwork[i__] += ((r__1 = a[i__4].r, dabs(r__1)) + (r__2 = 
			    r_imag(&a_ref(i__, k)), dabs(r__2))) * xk;
		    i__4 = a_subscr(i__, k);
		    i__5 = x_subscr(i__, j);
		    s += ((r__1 = a[i__4].r, dabs(r__1)) + (r__2 = r_imag(&
			    a_ref(i__, k)), dabs(r__2))) * ((r__3 = x[i__5].r,
			     dabs(r__3)) + (r__4 = r_imag(&x_ref(i__, j)), 
			    dabs(r__4)));
/* L40: */
		}
		i__3 = a_subscr(k, k);
		rwork[k] = rwork[k] + (r__1 = a[i__3].r, dabs(r__1)) * xk + s;
/* L50: */
	    }
	} else {
	    i__2 = *n;
	    for (k = 1; k <= i__2; ++k) {
		s = 0.f;
		i__3 = x_subscr(k, j);
		xk = (r__1 = x[i__3].r, dabs(r__1)) + (r__2 = r_imag(&x_ref(k,
			 j)), dabs(r__2));
		i__3 = a_subscr(k, k);
		rwork[k] += (r__1 = a[i__3].r, dabs(r__1)) * xk;
		i__3 = *n;
		for (i__ = k + 1; i__ <= i__3; ++i__) {
		    i__4 = a_subscr(i__, k);
		    rwork[i__] += ((r__1 = a[i__4].r, dabs(r__1)) + (r__2 = 
			    r_imag(&a_ref(i__, k)), dabs(r__2))) * xk;
		    i__4 = a_subscr(i__, k);
		    i__5 = x_subscr(i__, j);
		    s += ((r__1 = a[i__4].r, dabs(r__1)) + (r__2 = r_imag(&
			    a_ref(i__, k)), dabs(r__2))) * ((r__3 = x[i__5].r,
			     dabs(r__3)) + (r__4 = r_imag(&x_ref(i__, j)), 
			    dabs(r__4)));
/* L60: */
		}
		rwork[k] += s;
/* L70: */
	    }
	}
	s = 0.f;
	i__2 = *n;
	for (i__ = 1; i__ <= i__2; ++i__) {
	    if (rwork[i__] > safe2) {
/* Computing MAX */
		i__3 = i__;
		r__3 = s, r__4 = ((r__1 = work[i__3].r, dabs(r__1)) + (r__2 = 
			r_imag(&work[i__]), dabs(r__2))) / rwork[i__];
		s = dmax(r__3,r__4);
	    } else {
/* Computing MAX */
		i__3 = i__;
		r__3 = s, r__4 = ((r__1 = work[i__3].r, dabs(r__1)) + (r__2 = 
			r_imag(&work[i__]), dabs(r__2)) + safe1) / (rwork[i__]
			 + safe1);
		s = dmax(r__3,r__4);
	    }
/* L80: */
	}
	berr[j] = s;

/*        Test stopping criterion. Continue iterating if   
             1) The residual BERR(J) is larger than machine epsilon, and   
             2) BERR(J) decreased by at least a factor of 2 during the   
                last iteration, and   
             3) At most ITMAX iterations tried. */

	if (berr[j] > eps && berr[j] * 2.f <= lstres && count <= 5) {

/*           Update solution and try again. */

	    chetrs_(uplo, n, &c__1, &af[af_offset], ldaf, &ipiv[1], &work[1], 
		    n, info);
	    caxpy_(n, &c_b1, &work[1], &c__1, &x_ref(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 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 CLACON to estimate the infinity-norm of the matrix   
             inv(A) * diag(W),   
          where W = abs(R) + NZ*EPS*( abs(A)*abs(X)+abs(B) ))) */

	i__2 = *n;
	for (i__ = 1; i__ <= i__2; ++i__) {
	    if (rwork[i__] > safe2) {
		i__3 = i__;
		rwork[i__] = (r__1 = work[i__3].r, dabs(r__1)) + (r__2 = 
			r_imag(&work[i__]), dabs(r__2)) + nz * eps * rwork[
			i__];
	    } else {
		i__3 = i__;
		rwork[i__] = (r__1 = work[i__3].r, dabs(r__1)) + (r__2 = 
			r_imag(&work[i__]), dabs(r__2)) + nz * eps * rwork[
			i__] + safe1;
	    }
/* L90: */
	}

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

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

		chetrs_(uplo, n, &c__1, &af[af_offset], ldaf, &ipiv[1], &work[
			1], n, info);
		i__2 = *n;
		for (i__ = 1; i__ <= i__2; ++i__) {
		    i__3 = i__;
		    i__4 = i__;
		    i__5 = i__;
		    q__1.r = rwork[i__4] * work[i__5].r, q__1.i = rwork[i__4] 
			    * work[i__5].i;
		    work[i__3].r = q__1.r, work[i__3].i = q__1.i;
/* L110: */
		}
	    } else if (kase == 2) {

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

		i__2 = *n;
		for (i__ = 1; i__ <= i__2; ++i__) {
		    i__3 = i__;
		    i__4 = i__;
		    i__5 = i__;
		    q__1.r = rwork[i__4] * work[i__5].r, q__1.i = rwork[i__4] 
			    * work[i__5].i;
		    work[i__3].r = q__1.r, work[i__3].i = q__1.i;
/* L120: */
		}
		chetrs_(uplo, n, &c__1, &af[af_offset], ldaf, &ipiv[1], &work[
			1], n, info);
	    }
	    goto L100;
	}

/*        Normalize error. */

	lstres = 0.f;
	i__2 = *n;
	for (i__ = 1; i__ <= i__2; ++i__) {
/* Computing MAX */
	    i__3 = x_subscr(i__, j);
	    r__3 = lstres, r__4 = (r__1 = x[i__3].r, dabs(r__1)) + (r__2 = 
		    r_imag(&x_ref(i__, j)), dabs(r__2));
	    lstres = dmax(r__3,r__4);
/* L130: */
	}
	if (lstres != 0.f) {
	    ferr[j] /= lstres;
	}

/* L140: */
    }

    return 0;

/*     End of CHERFS */

} /* cherfs_ */
コード例 #3
0
ファイル: cchkhe.c プロジェクト: TakuroNegishi/PDRTAM
/* Subroutine */ int cchkhe_(logical *dotype, integer *nn, integer *nval,
                             integer *nnb, integer *nbval, integer *nns, integer *nsval, real *
                             thresh, logical *tsterr, integer *nmax, complex *a, complex *afac,
                             complex *ainv, complex *b, complex *x, complex *xact, complex *work,
                             real *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, i__5;

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

    /* Local variables */
    integer i__, j, k, n, i1, i2, nb, in, kl, ku, nt, lda, inb, ioff, mode,
            imat, info;
    char path[3], dist[1];
    integer irhs, nrhs;
    char uplo[1], type__[1];
    integer nrun;
    extern /* Subroutine */ int alahd_(integer *, char *), chet01_(
        char *, integer *, complex *, integer *, complex *, integer *,
        integer *, complex *, integer *, real *, real *), cget04_(
            integer *, integer *, complex *, integer *, complex *, integer *,
            real *, real *);
    integer nfail, iseed[4];
    real rcond;
    extern /* Subroutine */ int cpot02_(char *, integer *, integer *, complex
                                        *, integer *, complex *, integer *, complex *, integer *, real *,
                                        real *);
    integer nimat;
    extern doublereal sget06_(real *, real *);
    extern /* Subroutine */ int cpot03_(char *, integer *, complex *, integer
                                        *, complex *, integer *, complex *, integer *, real *, real *,
                                        real *), cpot05_(char *, integer *, integer *, complex *,
                                                integer *, complex *, integer *, complex *, integer *, complex *,
                                                integer *, real *, real *, real *);
    real anorm;
    integer iuplo, izero, nerrs, lwork;
    logical zerot;
    char xtype[1];
    extern /* Subroutine */ int clatb4_(char *, integer *, integer *, integer
                                        *, char *, integer *, integer *, real *, integer *, real *, char *
                                       );
    extern doublereal clanhe_(char *, char *, integer *, complex *, integer *,
                              real *);
    extern /* Subroutine */ int alaerh_(char *, char *, integer *, integer *,
                                        char *, integer *, integer *, integer *, integer *, integer *,
                                        integer *, integer *, integer *, integer *), claipd_(integer *, complex *, integer *, integer *),
                                                checon_(char *, integer *, complex *, integer *, integer *, real *
                                                        , real *, complex *, integer *);
    real rcondc;
    extern /* Subroutine */ int cerrhe_(char *, integer *), cherfs_(
        char *, integer *, integer *, complex *, integer *, complex *,
        integer *, integer *, complex *, integer *, complex *, integer *,
        real *, real *, complex *, real *, integer *), chetrf_(
            char *, integer *, complex *, integer *, integer *, complex *,
            integer *, integer *), clacpy_(char *, integer *, integer
                                           *, complex *, integer *, complex *, integer *), clarhs_(
                                                   char *, char *, char *, char *, integer *, integer *, integer *,
                                                   integer *, integer *, complex *, integer *, complex *, integer *,
                                                   complex *, integer *, integer *, integer *), chetri_(char *, integer *, complex *, integer *,
                                                           integer *, complex *, integer *), alasum_(char *, integer
                                                                   *, integer *, integer *, integer *);
    real cndnum;
    extern /* Subroutine */ int clatms_(integer *, integer *, char *, integer
                                        *, char *, real *, integer *, real *, real *, integer *, integer *
                                        , char *, complex *, integer *, complex *, integer *), chetrs_(char *, integer *, integer *, complex *,
                                                integer *, integer *, complex *, integer *, integer *);
    logical trfcon;
    extern /* Subroutine */ int xlaenv_(integer *, integer *);
    real result[8];

    /* 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 3.1) -- */
    /*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
    /*     November 2006 */

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

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

    /*  CCHKHE tests CHETRF, -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) REAL */
    /*          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) COMPLEX array, dimension (NMAX*NMAX) */

    /*  AFAC    (workspace) COMPLEX array, dimension (NMAX*NMAX) */

    /*  AINV    (workspace) COMPLEX array, dimension (NMAX*NMAX) */

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

    /*  X       (workspace) COMPLEX array, dimension (NMAX*NSMAX) */

    /*  XACT    (workspace) COMPLEX array, dimension (NMAX*NSMAX) */

    /*  WORK    (workspace) COMPLEX array, dimension */
    /*                      (NMAX*max(3,NSMAX)) */

    /*  RWORK   (workspace) REAL array, dimension */
    /*                      (max(NMAX,2*NSMAX)) */

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

    /*  NOUT    (input) INTEGER */
    /*          The unit number for output. */

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

    /*     .. Parameters .. */
    /*     .. */
    /*     .. Local Scalars .. */
    /*     .. */
    /*     .. Local Arrays .. */
    /*     .. */
    /*     .. External Functions .. */
    /*     .. */
    /*     .. External Subroutines .. */
    /*     .. */
    /*     .. Intrinsic Functions .. */
    /*     .. */
    /*     .. Scalars in Common .. */
    /*     .. */
    /*     .. Common blocks .. */
    /*     .. */
    /*     .. Data statements .. */
    /* Parameter adjustments */
    --iwork;
    --rwork;
    --work;
    --xact;
    --x;
    --b;
    --ainv;
    --afac;
    --a;
    --nsval;
    --nbval;
    --nval;
    --dotype;

    /* Function Body */
    /*     .. */
    /*     .. Executable Statements .. */

    /*     Initialize constants and the random number seed. */

    s_copy(path, "Complex precision", (ftnlen)1, (ftnlen)17);
    s_copy(path + 1, "HE", (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) {
        cerrhe_(path, nout);
    }
    infoc_1.infot = 0;

    /*     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 CLATB4 and generate a test matrix */
                /*              with CLATMS. */

                clatb4_(path, &imat, &n, &n, type__, &kl, &ku, &anorm, &mode,
                        &cndnum, dist);

                s_copy(srnamc_1.srnamt, "CLATMS", (ftnlen)32, (ftnlen)6);
                clatms_(&n, &n, dist, iseed, type__, &rwork[1], &mode, &
                        cndnum, &anorm, &kl, &ku, uplo, &a[1], &lda, &work[1],
                        &info);

                /*              Check error code from CLATMS. */

                if (info != 0) {
                    alaerh_(path, "CLATMS", &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__) {
                                i__4 = ioff + i__;
                                a[i__4].r = 0.f, a[i__4].i = 0.f;
                                /* L20: */
                            }
                            ioff += izero;
                            i__3 = n;
                            for (i__ = izero; i__ <= i__3; ++i__) {
                                i__4 = ioff;
                                a[i__4].r = 0.f, a[i__4].i = 0.f;
                                ioff += lda;
                                /* L30: */
                            }
                        } else {
                            ioff = izero;
                            i__3 = izero - 1;
                            for (i__ = 1; i__ <= i__3; ++i__) {
                                i__4 = ioff;
                                a[i__4].r = 0.f, a[i__4].i = 0.f;
                                ioff += lda;
                                /* L40: */
                            }
                            ioff -= izero;
                            i__3 = n;
                            for (i__ = izero; i__ <= i__3; ++i__) {
                                i__4 = ioff + i__;
                                a[i__4].r = 0.f, a[i__4].i = 0.f;
                                /* 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__) {
                                    i__5 = ioff + i__;
                                    a[i__5].r = 0.f, a[i__5].i = 0.f;
                                    /* 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__) {
                                    i__5 = ioff + i__;
                                    a[i__5].r = 0.f, a[i__5].i = 0.f;
                                    /* L80: */
                                }
                                ioff += lda;
                                /* L90: */
                            }
                        }
                    }
                } else {
                    izero = 0;
                }

                /*              Set the imaginary part of the diagonals. */

                i__3 = lda + 1;
                claipd_(&n, &a[1], &i__3, &c__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. */

                    clacpy_(uplo, &n, &n, &a[1], &lda, &afac[1], &lda);
                    lwork = max(2,nb) * lda;
                    s_copy(srnamc_1.srnamt, "CHETRF", (ftnlen)32, (ftnlen)6);
                    chetrf_(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 CHETRF. */

                    if (info != k) {
                        alaerh_(path, "CHETRF", &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. */

                    chet01_(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) {
                        clacpy_(uplo, &n, &n, &afac[1], &lda, &ainv[1], &lda);
                        s_copy(srnamc_1.srnamt, "CHETRI", (ftnlen)32, (ftnlen)
                               6);
                        chetri_(uplo, &n, &ainv[1], &lda, &iwork[1], &work[1],
                                &info);

                        /*                 Check error code from CHETRI. */

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

                        cpot03_(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(real));
                            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.f;
                        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, "CLARHS", (ftnlen)32, (ftnlen)
                               6);
                        clarhs_(path, xtype, uplo, " ", &n, &n, &kl, &ku, &
                                nrhs, &a[1], &lda, &xact[1], &lda, &b[1], &
                                lda, iseed, &info);
                        clacpy_("Full", &n, &nrhs, &b[1], &lda, &x[1], &lda);

                        s_copy(srnamc_1.srnamt, "CHETRS", (ftnlen)32, (ftnlen)
                               6);
                        chetrs_(uplo, &n, &nrhs, &afac[1], &lda, &iwork[1], &
                                x[1], &lda, &info);

                        /*                 Check error code from CHETRS. */

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

                        clacpy_("Full", &n, &nrhs, &b[1], &lda, &work[1], &
                                lda);
                        cpot02_(uplo, &n, &nrhs, &a[1], &lda, &x[1], &lda, &
                                work[1], &lda, &rwork[1], &result[2]);

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

                        cget04_(&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, "CHERFS", (ftnlen)32, (ftnlen)
                               6);
                        cherfs_(uplo, &n, &nrhs, &a[1], &lda, &afac[1], &lda,
                                &iwork[1], &b[1], &lda, &x[1], &lda, &rwork[1]
                                , &rwork[nrhs + 1], &work[1], &rwork[(nrhs <<
                                        1) + 1], &info);

                        /*                 Check error code from CHERFS. */

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

                        cget04_(&n, &nrhs, &x[1], &lda, &xact[1], &lda, &
                                rcondc, &result[4]);
                        cpot05_(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(real));
                                e_wsfe();
                                ++nfail;
                            }
                            /* L120: */
                        }
                        nrun += 5;
                        /* L130: */
                    }

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

L140:
                    anorm = clanhe_("1", uplo, &n, &a[1], &lda, &rwork[1]);
                    s_copy(srnamc_1.srnamt, "CHECON", (ftnlen)32, (ftnlen)6);
                    checon_(uplo, &n, &afac[1], &lda, &iwork[1], &anorm, &
                            rcond, &work[1], &info);

                    /*                 Check error code from CHECON. */

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

                    result[7] = sget06_(&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(real)
                              );
                        e_wsfe();
                        ++nfail;
                    }
                    ++nrun;
L150:
                    ;
                }
L160:
                ;
            }
L170:
            ;
        }
        /* L180: */
    }

    /*     Print a summary of the results. */

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

    return 0;

    /*     End of CCHKHE */

} /* cchkhe_ */
コード例 #4
0
ファイル: checon.c プロジェクト: csapng/libflame
/* Subroutine */
int checon_(char *uplo, integer *n, complex *a, integer *lda, integer *ipiv, real *anorm, real *rcond, complex *work, integer * info)
{
    /* System generated locals */
    integer a_dim1, a_offset, i__1, i__2;
    /* Local variables */
    integer i__, kase;
    extern logical lsame_(char *, char *);
    integer isave[3];
    logical upper;
    extern /* Subroutine */
    int clacn2_(integer *, complex *, complex *, real *, integer *, integer *), xerbla_(char *, integer *);
    real ainvnm;
    extern /* Subroutine */
    int chetrs_(char *, integer *, integer *, complex *, integer *, integer *, complex *, integer *, integer *);
    /* -- LAPACK computational routine (version 3.4.0) -- */
    /* -- LAPACK is a software package provided by Univ. of Tennessee, -- */
    /* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- */
    /* November 2011 */
    /* .. Scalar Arguments .. */
    /* .. */
    /* .. Array Arguments .. */
    /* .. */
    /* ===================================================================== */
    /* .. Parameters .. */
    /* .. */
    /* .. Local Scalars .. */
    /* .. */
    /* .. Local Arrays .. */
    /* .. */
    /* .. External Functions .. */
    /* .. */
    /* .. External Subroutines .. */
    /* .. */
    /* .. Intrinsic Functions .. */
    /* .. */
    /* .. Executable Statements .. */
    /* Test the input parameters. */
    /* Parameter adjustments */
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    --ipiv;
    --work;
    /* Function Body */
    *info = 0;
    upper = lsame_(uplo, "U");
    if (! upper && ! lsame_(uplo, "L"))
    {
        *info = -1;
    }
    else if (*n < 0)
    {
        *info = -2;
    }
    else if (*lda < max(1,*n))
    {
        *info = -4;
    }
    else if (*anorm < 0.f)
    {
        *info = -6;
    }
    if (*info != 0)
    {
        i__1 = -(*info);
        xerbla_("CHECON", &i__1);
        return 0;
    }
    /* Quick return if possible */
    *rcond = 0.f;
    if (*n == 0)
    {
        *rcond = 1.f;
        return 0;
    }
    else if (*anorm <= 0.f)
    {
        return 0;
    }
    /* Check that the diagonal matrix D is nonsingular. */
    if (upper)
    {
        /* Upper triangular storage: examine D from bottom to top */
        for (i__ = *n;
                i__ >= 1;
                --i__)
        {
            i__1 = i__ + i__ * a_dim1;
            if (ipiv[i__] > 0 && (a[i__1].r == 0.f && a[i__1].i == 0.f))
            {
                return 0;
            }
            /* L10: */
        }
    }
    else
    {
        /* Lower triangular storage: examine D from top to bottom. */
        i__1 = *n;
        for (i__ = 1;
                i__ <= i__1;
                ++i__)
        {
            i__2 = i__ + i__ * a_dim1;
            if (ipiv[i__] > 0 && (a[i__2].r == 0.f && a[i__2].i == 0.f))
            {
                return 0;
            }
            /* L20: */
        }
    }
    /* Estimate the 1-norm of the inverse. */
    kase = 0;
L30:
    clacn2_(n, &work[*n + 1], &work[1], &ainvnm, &kase, isave);
    if (kase != 0)
    {
        /* Multiply by inv(L*D*L**H) or inv(U*D*U**H). */
        chetrs_(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.f)
    {
        *rcond = 1.f / ainvnm / *anorm;
    }
    return 0;
    /* End of CHECON */
}
コード例 #5
0
ファイル: cla_herfsx_extended.c プロジェクト: flame/libflame
/* Subroutine */
int cla_herfsx_extended_(integer *prec_type__, char *uplo, integer *n, integer *nrhs, complex *a, integer *lda, complex *af, integer *ldaf, integer *ipiv, logical *colequ, real *c__, complex *b, integer *ldb, complex *y, integer *ldy, real *berr_out__, integer * n_norms__, real *err_bnds_norm__, real *err_bnds_comp__, complex *res, real *ayb, complex *dy, complex *y_tail__, real *rcond, integer * ithresh, real *rthresh, real *dz_ub__, logical *ignore_cwise__, integer *info)
{
    /* 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, i__4;
    real r__1, r__2;
    /* Builtin functions */
    double r_imag(complex *);
    /* Local variables */
    real dxratmax, dzratmax;
    integer i__, j;
    extern /* Subroutine */
    int cla_heamv_(integer *, integer *, real *, complex *, integer *, complex *, integer *, real *, real *, integer *);
    logical incr_prec__;
    real prev_dz_z__, yk, final_dx_x__;
    extern /* Subroutine */
    int cla_wwaddw_(integer *, complex *, complex *, complex *);
    real final_dz_z__, prevnormdx;
    integer cnt;
    real dyk, eps, incr_thresh__, dx_x__, dz_z__;
    extern /* Subroutine */
    int cla_lin_berr_(integer *, integer *, integer * , complex *, real *, real *);
    real ymin;
    extern /* Subroutine */
    int blas_chemv_x_(integer *, integer *, complex * , complex *, integer *, complex *, integer *, complex *, complex * , integer *, integer *);
    integer y_prec_state__, uplo2;
    extern /* Subroutine */
    int blas_chemv2_x_(integer *, integer *, complex *, complex *, integer *, complex *, complex *, integer *, complex *, complex *, integer *, integer *);
    extern logical lsame_(char *, char *);
    extern /* Subroutine */
    int chemv_(char *, integer *, complex *, complex * , integer *, complex *, integer *, complex *, complex *, integer * ), ccopy_(integer *, complex *, integer *, complex *, integer *);
    real dxrat, dzrat;
    extern /* Subroutine */
    int caxpy_(integer *, complex *, complex *, integer *, complex *, integer *);
    logical upper;
    real normx, normy;
    extern real slamch_(char *);
    extern /* Subroutine */
    int xerbla_(char *, integer *), chetrs_( char *, integer *, integer *, complex *, integer *, integer *, complex *, integer *, integer *);
    real normdx, hugeval;
    extern integer ilauplo_(char *);
    integer x_state__, z_state__;
    /* -- 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 .. */
    /* .. */
    /* .. Parameters .. */
    /* .. */
    /* .. External Functions .. */
    /* .. */
    /* .. External Subroutines .. */
    /* .. */
    /* .. Intrinsic Functions .. */
    /* .. */
    /* .. Statement Functions .. */
    /* .. */
    /* .. Statement Function Definitions .. */
    /* .. */
    /* .. 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 */
    *info = 0;
    upper = lsame_(uplo, "U");
    if (! upper && ! 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 = -13;
    }
    else if (*ldy < max(1,*n))
    {
        *info = -15;
    }
    if (*info != 0)
    {
        i__1 = -(*info);
        xerbla_("CLA_HERFSX_EXTENDED", &i__1);
        return 0;
    }
    eps = slamch_("Epsilon");
    hugeval = slamch_("Overflow");
    /* Force HUGEVAL to Inf */
    hugeval *= hugeval;
    /* Using HUGEVAL may lead to spurious underflows. */
    incr_thresh__ = (real) (*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__)
            {
                i__3 = i__;
                y_tail__[i__3].r = 0.f;
                y_tail__[i__3].i = 0.f; // , expr subst
            }
        }
        dxrat = 0.f;
        dxratmax = 0.f;
        dzrat = 0.f;
        dzratmax = 0.f;
        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). */
            ccopy_(n, &b[j * b_dim1 + 1], &c__1, &res[1], &c__1);
            if (y_prec_state__ == 0)
            {
                chemv_(uplo, n, &c_b14, &a[a_offset], lda, &y[j * y_dim1 + 1], &c__1, &c_b15, &res[1], &c__1);
            }
            else if (y_prec_state__ == 1)
            {
                blas_chemv_x_(&uplo2, n, &c_b14, &a[a_offset], lda, &y[j * y_dim1 + 1], &c__1, &c_b15, &res[1], &c__1, prec_type__);
            }
            else
            {
                blas_chemv2_x_(&uplo2, n, &c_b14, &a[a_offset], lda, &y[j * y_dim1 + 1], &y_tail__[1], &c__1, &c_b15, &res[1], & c__1, prec_type__);
            }
            /* XXX: RES is no longer needed. */
            ccopy_(n, &res[1], &c__1, &dy[1], &c__1);
            chetrs_(uplo, n, &c__1, &af[af_offset], ldaf, &ipiv[1], &dy[1], n, info);
            /* Calculate relative changes DX_X, DZ_Z and ratios DXRAT, DZRAT. */
            normx = 0.f;
            normy = 0.f;
            normdx = 0.f;
            dz_z__ = 0.f;
            ymin = hugeval;
            i__3 = *n;
            for (i__ = 1;
                    i__ <= i__3;
                    ++i__)
            {
                i__4 = i__ + j * y_dim1;
                yk = (r__1 = y[i__4].r, f2c_abs(r__1)) + (r__2 = r_imag(&y[i__ + j * y_dim1]), f2c_abs(r__2));
                i__4 = i__;
                dyk = (r__1 = dy[i__4].r, f2c_abs(r__1)) + (r__2 = r_imag(&dy[i__] ), f2c_abs(r__2));
                if (yk != 0.f)
                {
                    /* Computing MAX */
                    r__1 = dz_z__;
                    r__2 = dyk / yk; // , expr subst
                    dz_z__ = max(r__1,r__2);
                }
                else if (dyk != 0.f)
                {
                    dz_z__ = hugeval;
                }
                ymin = min(ymin,yk);
                normy = max(normy,yk);
                if (*colequ)
                {
                    /* Computing MAX */
                    r__1 = normx;
                    r__2 = yk * c__[i__]; // , expr subst
                    normx = max(r__1,r__2);
                    /* Computing MAX */
                    r__1 = normdx;
                    r__2 = dyk * c__[i__]; // , expr subst
                    normdx = max(r__1,r__2);
                }
                else
                {
                    normx = normy;
                    normdx = max(normdx,dyk);
                }
            }
            if (normx != 0.f)
            {
                dx_x__ = normdx / normx;
            }
            else if (normdx == 0.f)
            {
                dx_x__ = 0.f;
            }
            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.f;
                    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__)
                {
                    i__4 = i__;
                    y_tail__[i__4].r = 0.f;
                    y_tail__[i__4].i = 0.f; // , expr subst
                }
            }
            prevnormdx = normdx;
            prev_dz_z__ = dz_z__;
            /* Update soluton. */
            if (y_prec_state__ < 2)
            {
                caxpy_(n, &c_b15, &dy[1], &c__1, &y[j * y_dim1 + 1], &c__1);
            }
            else
            {
                cla_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 CALL F90_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) ( f2c_abs(R(i)) / ( f2c_abs(op(A_s))*f2c_abs(Y) + f2c_abs(B_s) )(i) ) */
        /* where f2c_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). */
        ccopy_(n, &b[j * b_dim1 + 1], &c__1, &res[1], &c__1);
        chemv_(uplo, n, &c_b14, &a[a_offset], lda, &y[j * y_dim1 + 1], &c__1, &c_b15, &res[1], &c__1);
        i__2 = *n;
        for (i__ = 1;
                i__ <= i__2;
                ++i__)
        {
            i__3 = i__ + j * b_dim1;
            ayb[i__] = (r__1 = b[i__3].r, f2c_abs(r__1)) + (r__2 = r_imag(&b[i__ + j * b_dim1]), f2c_abs(r__2));
        }
        /* Compute f2c_abs(op(A_s))*f2c_abs(Y) + f2c_abs(B_s). */
        cla_heamv_(&uplo2, n, &c_b37, &a[a_offset], lda, &y[j * y_dim1 + 1], &c__1, &c_b37, &ayb[1], &c__1);
        cla_lin_berr_(n, n, &c__1, &res[1], &ayb[1], &berr_out__[j]);
        /* End of loop for each RHS. */
    }
    return 0;
}
コード例 #6
0
ファイル: chesvx.c プロジェクト: 0u812/roadrunner-backup
/* Subroutine */ int chesvx_(char *fact, char *uplo, integer *n, integer *
	nrhs, complex *a, integer *lda, complex *af, integer *ldaf, integer *
	ipiv, complex *b, integer *ldb, complex *x, integer *ldx, real *rcond, 
	 real *ferr, real *berr, complex *work, integer *lwork, real *rwork, 
	integer *info)
{
    /* System generated locals */
    integer a_dim1, a_offset, af_dim1, af_offset, b_dim1, b_offset, x_dim1, 
	    x_offset, i__1, i__2;

    /* Local variables */
    integer nb;
    extern logical lsame_(char *, char *);
    real anorm;
    extern doublereal clanhe_(char *, char *, integer *, complex *, integer *, 
	     real *);
    extern /* Subroutine */ int checon_(char *, integer *, complex *, integer 
	    *, integer *, real *, real *, complex *, integer *);
    extern doublereal slamch_(char *);
    logical nofact;
    extern /* Subroutine */ int cherfs_(char *, integer *, integer *, complex 
	    *, integer *, complex *, integer *, integer *, complex *, integer 
	    *, complex *, integer *, real *, real *, complex *, real *, 
	    integer *), chetrf_(char *, integer *, complex *, integer 
	    *, integer *, complex *, integer *, integer *), clacpy_(
	    char *, integer *, integer *, complex *, integer *, complex *, 
	    integer *);
    extern integer ilaenv_(integer *, char *, char *, integer *, integer *, 
	    integer *, integer *);
    extern /* Subroutine */ int xerbla_(char *, integer *), chetrs_(
	    char *, integer *, integer *, complex *, integer *, integer *, 
	    complex *, integer *, integer *);
    integer lwkopt;
    logical lquery;


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

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

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

/*  CHESVX uses the diagonal pivoting factorization to compute the */
/*  solution to a complex system of linear equations A * X = B, */
/*  where A is an N-by-N Hermitian 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**H,  if UPLO = 'U', or */
/*        A = L * D * L**H,  if UPLO = 'L', */
/*     where U (or L) is a product of permutation and unit upper (lower) */
/*     triangular matrices, and D is Hermitian 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.  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) COMPLEX array, dimension (LDA,N) */
/*          The Hermitian matrix A.  If UPLO = 'U', the leading N-by-N */
/*          upper triangular part of A contains the upper triangular part */
/*          of the matrix A, and the strictly lower triangular part of A */
/*          is not referenced.  If UPLO = 'L', the leading N-by-N lower */
/*          triangular part of A contains the lower triangular part of */
/*          the matrix A, and the strictly upper triangular part of A is */
/*          not referenced. */

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

/*  AF      (input or output) COMPLEX 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**H or A = L*D*L**H as computed by CHETRF. */

/*          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**H or A = L*D*L**H. */

/*  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 CHETRF. */
/*          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 CHETRF. */

/*  B       (input) COMPLEX 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) COMPLEX 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) REAL */
/*          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) REAL 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) REAL 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) COMPLEX 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(1,2*N), and for best */
/*          performance, when FACT = 'N', LWORK >= max(1,2*N,N*NB), where */
/*          NB is the optimal blocksize for CHETRF. */

/*          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. */

/*  RWORK   (workspace) REAL 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;
    --rwork;

    /* 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 << 1;
	if (*lwork < max(i__1,i__2) && ! lquery) {
	    *info = -18;
	}
    }

    if (*info == 0) {
/* Computing MAX */
	i__1 = 1, i__2 = *n << 1;
	lwkopt = max(i__1,i__2);
	if (nofact) {
	    nb = ilaenv_(&c__1, "CHETRF", 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].r = (real) lwkopt, work[1].i = 0.f;
    }

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

    if (nofact) {

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

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

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

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

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

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

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

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

/*     Compute the solution vectors X. */

    clacpy_("Full", n, nrhs, &b[b_offset], ldb, &x[x_offset], ldx);
    chetrs_(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. */

    cherfs_(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]
, &rwork[1], info);

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

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

    work[1].r = (real) lwkopt, work[1].i = 0.f;

    return 0;

/*     End of CHESVX */

} /* chesvx_ */
コード例 #7
0
ファイル: cherfs.c プロジェクト: flame/libflame
/* Subroutine */
int cherfs_(char *uplo, integer *n, integer *nrhs, complex * a, integer *lda, complex *af, integer *ldaf, integer *ipiv, complex * b, integer *ldb, complex *x, integer *ldx, real *ferr, real *berr, complex *work, real *rwork, integer *info)
{
    /* System generated locals */
    integer a_dim1, a_offset, af_dim1, af_offset, b_dim1, b_offset, x_dim1, x_offset, i__1, i__2, i__3, i__4, i__5;
    real r__1, r__2, r__3, r__4;
    complex q__1;
    /* Builtin functions */
    double r_imag(complex *);
    /* Local variables */
    integer i__, j, k;
    real s, xk;
    integer nz;
    real eps;
    integer kase;
    real safe1, safe2;
    extern logical lsame_(char *, char *);
    extern /* Subroutine */
    int chemv_(char *, integer *, complex *, complex * , integer *, complex *, integer *, complex *, complex *, integer * );
    integer isave[3];
    extern /* Subroutine */
    int ccopy_(integer *, complex *, integer *, complex *, integer *), caxpy_(integer *, complex *, complex *, integer *, complex *, integer *);
    integer count;
    logical upper;
    extern /* Subroutine */
    int clacn2_(integer *, complex *, complex *, real *, integer *, integer *);
    extern real slamch_(char *);
    real safmin;
    extern /* Subroutine */
    int xerbla_(char *, integer *), chetrs_( char *, integer *, integer *, complex *, integer *, integer *, complex *, integer *, integer *);
    real lstres;
    /* -- LAPACK computational routine (version 3.4.0) -- */
    /* -- LAPACK is a software package provided by Univ. of Tennessee, -- */
    /* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- */
    /* November 2011 */
    /* .. Scalar Arguments .. */
    /* .. */
    /* .. Array Arguments .. */
    /* .. */
    /* ===================================================================== */
    /* .. Parameters .. */
    /* .. */
    /* .. Local Scalars .. */
    /* .. */
    /* .. Local Arrays .. */
    /* .. */
    /* .. External Subroutines .. */
    /* .. */
    /* .. Intrinsic Functions .. */
    /* .. */
    /* .. External Functions .. */
    /* .. */
    /* .. Statement Functions .. */
    /* .. */
    /* .. Statement Function definitions .. */
    /* .. */
    /* .. Executable Statements .. */
    /* Test the input parameters. */
    /* Parameter adjustments */
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    af_dim1 = *ldaf;
    af_offset = 1 + af_dim1;
    af -= af_offset;
    --ipiv;
    b_dim1 = *ldb;
    b_offset = 1 + b_dim1;
    b -= b_offset;
    x_dim1 = *ldx;
    x_offset = 1 + x_dim1;
    x -= x_offset;
    --ferr;
    --berr;
    --work;
    --rwork;
    /* Function Body */
    *info = 0;
    upper = lsame_(uplo, "U");
    if (! upper && ! lsame_(uplo, "L"))
    {
        *info = -1;
    }
    else if (*n < 0)
    {
        *info = -2;
    }
    else if (*nrhs < 0)
    {
        *info = -3;
    }
    else if (*lda < max(1,*n))
    {
        *info = -5;
    }
    else if (*ldaf < max(1,*n))
    {
        *info = -7;
    }
    else if (*ldb < max(1,*n))
    {
        *info = -10;
    }
    else if (*ldx < max(1,*n))
    {
        *info = -12;
    }
    if (*info != 0)
    {
        i__1 = -(*info);
        xerbla_("CHERFS", &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.f;
            berr[j] = 0.f;
            /* L10: */
        }
        return 0;
    }
    /* NZ = maximum number of nonzero elements in each row of A, plus 1 */
    nz = *n + 1;
    eps = slamch_("Epsilon");
    safmin = slamch_("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.f;
L20: /* Loop until stopping criterion is satisfied. */
        /* Compute residual R = B - A * X */
        ccopy_(n, &b[j * b_dim1 + 1], &c__1, &work[1], &c__1);
        q__1.r = -1.f;
        q__1.i = -0.f; // , expr subst
        chemv_(uplo, n, &q__1, &a[a_offset], lda, &x[j * x_dim1 + 1], &c__1, & c_b1, &work[1], &c__1);
        /* Compute componentwise relative backward error from formula */
        /* max(i) ( f2c_abs(R(i)) / ( f2c_abs(A)*f2c_abs(X) + f2c_abs(B) )(i) ) */
        /* where f2c_abs(Z) is the componentwise absolute value of the matrix */
        /* or vector Z. If the i-th component of the denominator is less */
        /* than SAFE2, then SAFE1 is added to the i-th components of the */
        /* numerator and denominator before dividing. */
        i__2 = *n;
        for (i__ = 1;
                i__ <= i__2;
                ++i__)
        {
            i__3 = i__ + j * b_dim1;
            rwork[i__] = (r__1 = b[i__3].r, f2c_abs(r__1)) + (r__2 = r_imag(&b[ i__ + j * b_dim1]), f2c_abs(r__2));
            /* 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.f;
                i__3 = k + j * x_dim1;
                xk = (r__1 = x[i__3].r, f2c_abs(r__1)) + (r__2 = r_imag(&x[k + j * x_dim1]), f2c_abs(r__2));
                i__3 = k - 1;
                for (i__ = 1;
                        i__ <= i__3;
                        ++i__)
                {
                    i__4 = i__ + k * a_dim1;
                    rwork[i__] += ((r__1 = a[i__4].r, f2c_abs(r__1)) + (r__2 = r_imag(&a[i__ + k * a_dim1]), f2c_abs(r__2))) * xk;
                    i__4 = i__ + k * a_dim1;
                    i__5 = i__ + j * x_dim1;
                    s += ((r__1 = a[i__4].r, f2c_abs(r__1)) + (r__2 = r_imag(&a[ i__ + k * a_dim1]), f2c_abs(r__2))) * ((r__3 = x[i__5] .r, f2c_abs(r__3)) + (r__4 = r_imag(&x[i__ + j * x_dim1]), f2c_abs(r__4)));
                    /* L40: */
                }
                i__3 = k + k * a_dim1;
                rwork[k] = rwork[k] + (r__1 = a[i__3].r, f2c_abs(r__1)) * xk + s;
                /* L50: */
            }
        }
        else
        {
            i__2 = *n;
            for (k = 1;
                    k <= i__2;
                    ++k)
            {
                s = 0.f;
                i__3 = k + j * x_dim1;
                xk = (r__1 = x[i__3].r, f2c_abs(r__1)) + (r__2 = r_imag(&x[k + j * x_dim1]), f2c_abs(r__2));
                i__3 = k + k * a_dim1;
                rwork[k] += (r__1 = a[i__3].r, f2c_abs(r__1)) * xk;
                i__3 = *n;
                for (i__ = k + 1;
                        i__ <= i__3;
                        ++i__)
                {
                    i__4 = i__ + k * a_dim1;
                    rwork[i__] += ((r__1 = a[i__4].r, f2c_abs(r__1)) + (r__2 = r_imag(&a[i__ + k * a_dim1]), f2c_abs(r__2))) * xk;
                    i__4 = i__ + k * a_dim1;
                    i__5 = i__ + j * x_dim1;
                    s += ((r__1 = a[i__4].r, f2c_abs(r__1)) + (r__2 = r_imag(&a[ i__ + k * a_dim1]), f2c_abs(r__2))) * ((r__3 = x[i__5] .r, f2c_abs(r__3)) + (r__4 = r_imag(&x[i__ + j * x_dim1]), f2c_abs(r__4)));
                    /* L60: */
                }
                rwork[k] += s;
                /* L70: */
            }
        }
        s = 0.f;
        i__2 = *n;
        for (i__ = 1;
                i__ <= i__2;
                ++i__)
        {
            if (rwork[i__] > safe2)
            {
                /* Computing MAX */
                i__3 = i__;
                r__3 = s;
                r__4 = ((r__1 = work[i__3].r, f2c_abs(r__1)) + (r__2 = r_imag(&work[i__]), f2c_abs(r__2))) / rwork[i__]; // , expr subst
                s = max(r__3,r__4);
            }
            else
            {
                /* Computing MAX */
                i__3 = i__;
                r__3 = s;
                r__4 = ((r__1 = work[i__3].r, f2c_abs(r__1)) + (r__2 = r_imag(&work[i__]), f2c_abs(r__2)) + safe1) / (rwork[i__] + safe1); // , expr subst
                s = max(r__3,r__4);
            }
            /* L80: */
        }
        berr[j] = s;
        /* Test stopping criterion. Continue iterating if */
        /* 1) The residual BERR(J) is larger than machine epsilon, and */
        /* 2) BERR(J) decreased by at least a factor of 2 during the */
        /* last iteration, and */
        /* 3) At most ITMAX iterations tried. */
        if (berr[j] > eps && berr[j] * 2.f <= lstres && count <= 5)
        {
            /* Update solution and try again. */
            chetrs_(uplo, n, &c__1, &af[af_offset], ldaf, &ipiv[1], &work[1], n, info);
            caxpy_(n, &c_b1, &work[1], &c__1, &x[j * x_dim1 + 1], &c__1);
            lstres = berr[j];
            ++count;
            goto L20;
        }
        /* Bound error from formula */
        /* norm(X - XTRUE) / norm(X) .le. FERR = */
        /* norm( f2c_abs(inv(A))* */
        /* ( f2c_abs(R) + NZ*EPS*( f2c_abs(A)*f2c_abs(X)+f2c_abs(B) ))) / norm(X) */
        /* where */
        /* norm(Z) is the magnitude of the largest component of Z */
        /* inv(A) is the inverse of A */
        /* f2c_abs(Z) is the componentwise absolute value of the matrix or */
        /* vector Z */
        /* NZ is the maximum number of nonzeros in any row of A, plus 1 */
        /* EPS is machine epsilon */
        /* The i-th component of f2c_abs(R)+NZ*EPS*(f2c_abs(A)*f2c_abs(X)+f2c_abs(B)) */
        /* is incremented by SAFE1 if the i-th component of */
        /* f2c_abs(A)*f2c_abs(X) + f2c_abs(B) is less than SAFE2. */
        /* Use CLACN2 to estimate the infinity-norm of the matrix */
        /* inv(A) * diag(W), */
        /* where W = f2c_abs(R) + NZ*EPS*( f2c_abs(A)*f2c_abs(X)+f2c_abs(B) ))) */
        i__2 = *n;
        for (i__ = 1;
                i__ <= i__2;
                ++i__)
        {
            if (rwork[i__] > safe2)
            {
                i__3 = i__;
                rwork[i__] = (r__1 = work[i__3].r, f2c_abs(r__1)) + (r__2 = r_imag(&work[i__]), f2c_abs(r__2)) + nz * eps * rwork[i__] ;
            }
            else
            {
                i__3 = i__;
                rwork[i__] = (r__1 = work[i__3].r, f2c_abs(r__1)) + (r__2 = r_imag(&work[i__]), f2c_abs(r__2)) + nz * eps * rwork[i__] + safe1;
            }
            /* L90: */
        }
        kase = 0;
L100:
        clacn2_(n, &work[*n + 1], &work[1], &ferr[j], &kase, isave);
        if (kase != 0)
        {
            if (kase == 1)
            {
                /* Multiply by diag(W)*inv(A**H). */
                chetrs_(uplo, n, &c__1, &af[af_offset], ldaf, &ipiv[1], &work[ 1], n, info);
                i__2 = *n;
                for (i__ = 1;
                        i__ <= i__2;
                        ++i__)
                {
                    i__3 = i__;
                    i__4 = i__;
                    i__5 = i__;
                    q__1.r = rwork[i__4] * work[i__5].r;
                    q__1.i = rwork[i__4] * work[i__5].i; // , expr subst
                    work[i__3].r = q__1.r;
                    work[i__3].i = q__1.i; // , expr subst
                    /* L110: */
                }
            }
            else if (kase == 2)
            {
                /* Multiply by inv(A)*diag(W). */
                i__2 = *n;
                for (i__ = 1;
                        i__ <= i__2;
                        ++i__)
                {
                    i__3 = i__;
                    i__4 = i__;
                    i__5 = i__;
                    q__1.r = rwork[i__4] * work[i__5].r;
                    q__1.i = rwork[i__4] * work[i__5].i; // , expr subst
                    work[i__3].r = q__1.r;
                    work[i__3].i = q__1.i; // , expr subst
                    /* L120: */
                }
                chetrs_(uplo, n, &c__1, &af[af_offset], ldaf, &ipiv[1], &work[ 1], n, info);
            }
            goto L100;
        }
        /* Normalize error. */
        lstres = 0.f;
        i__2 = *n;
        for (i__ = 1;
                i__ <= i__2;
                ++i__)
        {
            /* Computing MAX */
            i__3 = i__ + j * x_dim1;
            r__3 = lstres;
            r__4 = (r__1 = x[i__3].r, f2c_abs(r__1)) + (r__2 = r_imag(&x[i__ + j * x_dim1]), f2c_abs(r__2)); // , expr subst
            lstres = max(r__3,r__4);
            /* L130: */
        }
        if (lstres != 0.f)
        {
            ferr[j] /= lstres;
        }
        /* L140: */
    }
    return 0;
    /* End of CHERFS */
}
コード例 #8
0
ファイル: chesvxx.c プロジェクト: 0u812/roadrunner-backup
/* Subroutine */ int chesvxx_(char *fact, char *uplo, integer *n, integer *
	nrhs, complex *a, integer *lda, complex *af, integer *ldaf, integer *
	ipiv, char *equed, real *s, complex *b, integer *ldb, complex *x, 
	integer *ldx, real *rcond, real *rpvgrw, real *berr, integer *
	n_err_bnds__, real *err_bnds_norm__, real *err_bnds_comp__, integer *
	nparams, real *params, complex *work, real *rwork, 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;
    real r__1, r__2;

    /* Local variables */
    integer j;
    real amax, smin, smax;
    extern doublereal cla_herpvgrw__(char *, integer *, integer *, complex *, 
	    integer *, complex *, integer *, integer *, real *, ftnlen);
    extern logical lsame_(char *, char *);
    real scond;
    logical equil, rcequ;
    extern /* Subroutine */ int claqhe_(char *, integer *, complex *, integer 
	    *, real *, real *, real *, char *);
    extern doublereal slamch_(char *);
    logical nofact;
    extern /* Subroutine */ int chetrf_(char *, integer *, complex *, integer 
	    *, integer *, complex *, integer *, integer *), clacpy_(
	    char *, integer *, integer *, complex *, integer *, complex *, 
	    integer *), xerbla_(char *, integer *);
    real bignum;
    integer infequ;
    extern /* Subroutine */ int chetrs_(char *, integer *, integer *, complex 
	    *, integer *, integer *, complex *, integer *, integer *);
    real smlnum;
    extern /* Subroutine */ int clascl2_(integer *, integer *, real *, 
	    complex *, integer *), cheequb_(char *, integer *, complex *, 
	    integer *, real *, real *, real *, complex *, integer *), 
	    cherfsx_(char *, char *, integer *, integer *, complex *, integer 
	    *, complex *, integer *, integer *, real *, complex *, integer *, 
	    complex *, integer *, real *, real *, integer *, real *, real *, 
	    integer *, real *, complex *, real *, integer *);


/*     -- LAPACK driver 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 */
/*     ======= */

/*     CHESVXX uses the diagonal pivoting factorization to compute the */
/*     solution to a complex 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. CHESVXX 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. */

/*     CHESVXX 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 */
/*     CHESVXX 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 CHESVXX would itself produce. */

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

/*     The following steps are performed: */

/*     1. If FACT = 'E', real 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. */

/*     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) COMPLEX 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) COMPLEX 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 SSYTRF. */

/*     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 CHETRF.  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 CHETRF. */

/*     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) REAL 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) COMPLEX 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) COMPLEX 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) REAL */
/*     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) REAL */
/*     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) REAL 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) REAL 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. */

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

/*     ERR_BNDS_COMP  (output) REAL 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. */

/*     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) REAL 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: 1.0 */
/*            = 0.0 : No refinement is performed, and no error bounds are */
/*                    computed. */
/*            = 1.0 : Use the double-precision refinement algorithm, */
/*                    possibly with doubled-single computations if the */
/*                    compilation environment does not support DOUBLE */
/*                    PRECISION. */
/*              (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) COMPLEX array, dimension (2*N) */

/*     RWORK   (workspace) REAL array, dimension (2*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. */

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

/*     .. 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;
    --rwork;

    /* Function Body */
    *info = 0;
    nofact = lsame_(fact, "N");
    equil = lsame_(fact, "E");
    smlnum = slamch_("Safe minimum");
    bignum = 1.f / 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 CHERFSX. */

    *rpvgrw = 0.f;

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

    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.f;
	    i__1 = *n;
	    for (j = 1; j <= i__1; ++j) {
/* Computing MIN */
		r__1 = smin, r__2 = s[j];
		smin = dmin(r__1,r__2);
/* Computing MAX */
		r__1 = smax, r__2 = s[j];
		smax = dmax(r__1,r__2);
/* L10: */
	    }
	    if (smin <= 0.f) {
		*info = -10;
	    } else if (*n > 0) {
		scond = dmax(smin,smlnum) / dmin(smax,bignum);
	    } else {
		scond = 1.f;
	    }
	}
	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_("CHESVXX", &i__1);
	return 0;
    }

    if (equil) {

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

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

/*     Equilibrate the matrix. */

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

/*     Scale the right-hand side. */

    if (rcequ) {
	clascl2_(n, nrhs, &s[1], &b[b_offset], ldb);
    }

    if (nofact || equil) {

/*        Compute the LU factorization of A. */

	clacpy_(uplo, n, n, &a[a_offset], lda, &af[af_offset], ldaf);
	i__1 = max(1,*n) * 5;
	chetrf_(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 = cla_herpvgrw__(uplo, n, info, &a[a_offset], lda, &
			af[af_offset], ldaf, &ipiv[1], &rwork[1], (ftnlen)1);
	    }
	    return 0;
	}
    }

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

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

/*     Compute the solution matrix X. */

    clacpy_("Full", n, nrhs, &b[b_offset], ldb, &x[x_offset], ldx);
    chetrs_(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. */

    cherfsx_(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], &rwork[1], info);

/*     Scale solutions. */

    if (rcequ) {
	clascl2_(n, nrhs, &s[1], &x[x_offset], ldx);
    }

    return 0;

/*     End of CHESVXX */

} /* chesvxx_ */
コード例 #9
0
ファイル: checon.c プロジェクト: MichaelH13/sdkpub
/* Subroutine */ int checon_(char *uplo, integer *n, complex *a, integer *lda,
	 integer *ipiv, real *anorm, real *rcond, complex *work, integer *
	info)
{
/*  -- LAPACK routine (version 3.0) --   
       Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,   
       Courant Institute, Argonne National Lab, and Rice University   
       March 31, 1993   


    Purpose   
    =======   

    CHECON estimates the reciprocal of the condition number of a complex   
    Hermitian matrix A using the factorization A = U*D*U**H or   
    A = L*D*L**H computed by CHETRF.   

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

    Arguments   
    =========   

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

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

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

    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 CHETRF.   

    ANORM   (input) REAL   
            The 1-norm of the original matrix A.   

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

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

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

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


       Test the input parameters.   

       Parameter adjustments */
    /* Table of constant values */
    static integer c__1 = 1;
    
    /* System generated locals */
    integer a_dim1, a_offset, i__1, i__2;
    /* Local variables */
    static integer kase, i__;
    extern logical lsame_(char *, char *);
    static logical upper;
    extern /* Subroutine */ int clacon_(integer *, complex *, complex *, real 
	    *, integer *), xerbla_(char *, integer *);
    static real ainvnm;
    extern /* Subroutine */ int chetrs_(char *, integer *, integer *, complex 
	    *, integer *, integer *, complex *, integer *, integer *);
#define a_subscr(a_1,a_2) (a_2)*a_dim1 + a_1
#define a_ref(a_1,a_2) a[a_subscr(a_1,a_2)]


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

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

/*     Quick return if possible */

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

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

    if (upper) {

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

	for (i__ = *n; i__ >= 1; --i__) {
	    i__1 = a_subscr(i__, i__);
	    if (ipiv[i__] > 0 && (a[i__1].r == 0.f && a[i__1].i == 0.f)) {
		return 0;
	    }
/* L10: */
	}
    } else {

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

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

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

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

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

	chetrs_(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.f) {
	*rcond = 1.f / ainvnm / *anorm;
    }

    return 0;

/*     End of CHECON */

} /* checon_ */
コード例 #10
0
doublereal cla_hercond_x__(char *uplo, integer *n, complex *a, integer *lda, 
	complex *af, integer *ldaf, integer *ipiv, complex *x, integer *info, 
	complex *work, real *rwork, ftnlen uplo_len)
{
    /* System generated locals */
    integer a_dim1, a_offset, af_dim1, af_offset, i__1, i__2, i__3, i__4;
    real ret_val, r__1, r__2;
    complex q__1, q__2;

    /* Builtin functions */
    double r_imag(complex *);
    void c_div(complex *, complex *, complex *);

    /* Local variables */
    integer i__, j;
    logical up;
    real tmp;
    integer kase;
    extern logical lsame_(char *, char *);
    integer isave[3];
    real anorm;
    extern /* Subroutine */ int clacn2_(integer *, complex *, complex *, real 
	    *, integer *, integer *), xerbla_(char *, integer *);
    real ainvnm;
    extern /* Subroutine */ int chetrs_(char *, integer *, integer *, complex 
	    *, integer *, integer *, complex *, integer *, integer *);


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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

    /* Function Body */
    ret_val = 0.f;

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

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

    anorm = 0.f;
    if (up) {
	i__1 = *n;
	for (i__ = 1; i__ <= i__1; ++i__) {
	    tmp = 0.f;
	    i__2 = i__;
	    for (j = 1; j <= i__2; ++j) {
		i__3 = j + i__ * a_dim1;
		i__4 = j;
		q__2.r = a[i__3].r * x[i__4].r - a[i__3].i * x[i__4].i, 
			q__2.i = a[i__3].r * x[i__4].i + a[i__3].i * x[i__4]
			.r;
		q__1.r = q__2.r, q__1.i = q__2.i;
		tmp += (r__1 = q__1.r, dabs(r__1)) + (r__2 = r_imag(&q__1), 
			dabs(r__2));
	    }
	    i__2 = *n;
	    for (j = i__ + 1; j <= i__2; ++j) {
		i__3 = i__ + j * a_dim1;
		i__4 = j;
		q__2.r = a[i__3].r * x[i__4].r - a[i__3].i * x[i__4].i, 
			q__2.i = a[i__3].r * x[i__4].i + a[i__3].i * x[i__4]
			.r;
		q__1.r = q__2.r, q__1.i = q__2.i;
		tmp += (r__1 = q__1.r, dabs(r__1)) + (r__2 = r_imag(&q__1), 
			dabs(r__2));
	    }
	    rwork[i__] = tmp;
	    anorm = dmax(anorm,tmp);
	}
    } else {
	i__1 = *n;
	for (i__ = 1; i__ <= i__1; ++i__) {
	    tmp = 0.f;
	    i__2 = i__;
	    for (j = 1; j <= i__2; ++j) {
		i__3 = i__ + j * a_dim1;
		i__4 = j;
		q__2.r = a[i__3].r * x[i__4].r - a[i__3].i * x[i__4].i, 
			q__2.i = a[i__3].r * x[i__4].i + a[i__3].i * x[i__4]
			.r;
		q__1.r = q__2.r, q__1.i = q__2.i;
		tmp += (r__1 = q__1.r, dabs(r__1)) + (r__2 = r_imag(&q__1), 
			dabs(r__2));
	    }
	    i__2 = *n;
	    for (j = i__ + 1; j <= i__2; ++j) {
		i__3 = j + i__ * a_dim1;
		i__4 = j;
		q__2.r = a[i__3].r * x[i__4].r - a[i__3].i * x[i__4].i, 
			q__2.i = a[i__3].r * x[i__4].i + a[i__3].i * x[i__4]
			.r;
		q__1.r = q__2.r, q__1.i = q__2.i;
		tmp += (r__1 = q__1.r, dabs(r__1)) + (r__2 = r_imag(&q__1), 
			dabs(r__2));
	    }
	    rwork[i__] = tmp;
	    anorm = dmax(anorm,tmp);
	}
    }

/*     Quick return if possible. */

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

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

    ainvnm = 0.f;

    kase = 0;
L10:
    clacn2_(n, &work[*n + 1], &work[1], &ainvnm, &kase, isave);
    if (kase != 0) {
	if (kase == 2) {

/*           Multiply by R. */

	    i__1 = *n;
	    for (i__ = 1; i__ <= i__1; ++i__) {
		i__2 = i__;
		i__3 = i__;
		i__4 = i__;
		q__1.r = rwork[i__4] * work[i__3].r, q__1.i = rwork[i__4] * 
			work[i__3].i;
		work[i__2].r = q__1.r, work[i__2].i = q__1.i;
	    }

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

/*           Multiply by inv(X). */

	    i__1 = *n;
	    for (i__ = 1; i__ <= i__1; ++i__) {
		i__2 = i__;
		c_div(&q__1, &work[i__], &x[i__]);
		work[i__2].r = q__1.r, work[i__2].i = q__1.i;
	    }
	} else {

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

	    i__1 = *n;
	    for (i__ = 1; i__ <= i__1; ++i__) {
		i__2 = i__;
		c_div(&q__1, &work[i__], &x[i__]);
		work[i__2].r = q__1.r, work[i__2].i = q__1.i;
	    }

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

/*           Multiply by R. */

	    i__1 = *n;
	    for (i__ = 1; i__ <= i__1; ++i__) {
		i__2 = i__;
		i__3 = i__;
		i__4 = i__;
		q__1.r = rwork[i__4] * work[i__3].r, q__1.i = rwork[i__4] * 
			work[i__3].i;
		work[i__2].r = q__1.r, work[i__2].i = q__1.i;
	    }
	}
	goto L10;
    }

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

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

    return ret_val;

} /* cla_hercond_x__ */
コード例 #11
0
/* Subroutine */ int cherfs_(char *uplo, integer *n, integer *nrhs, complex *
	a, integer *lda, complex *af, integer *ldaf, integer *ipiv, complex *
	b, integer *ldb, complex *x, integer *ldx, real *ferr, real *berr, 
	complex *work, real *rwork, integer *info)
{
    /* System generated locals */
    integer a_dim1, a_offset, af_dim1, af_offset, b_dim1, b_offset, x_dim1, 
	    x_offset, i__1, i__2, i__3, i__4, i__5;
    real r__1, r__2, r__3, r__4;
    complex q__1;

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

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

/*     Modified to call CLACN2 in place of CLACON, 10 Feb 03, SJH. */

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

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

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

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

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

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

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

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

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

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

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

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

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

/*  X       (input/output) COMPLEX array, dimension (LDX,NRHS) */
/*          On entry, the solution matrix X, as computed by CHETRS. */
/*          On exit, the improved solution matrix X. */

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

/*  FERR    (output) REAL 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) REAL array, dimension (NRHS) */
/*          The componentwise relative backward error of each solution */
/*          vector X(j) (i.e., the smallest relative change in */
/*          any element of A or B that makes X(j) an exact solution). */

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

/*  RWORK   (workspace) REAL array, dimension (N) */

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

/*  Internal Parameters */
/*  =================== */

/*  ITMAX is the maximum number of steps of iterative refinement. */

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

/*     Test the input parameters. */

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

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

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

    nz = *n + 1;
    eps = slamch_("Epsilon");
    safmin = slamch_("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.f;
L20:

/*        Loop until stopping criterion is satisfied. */

/*        Compute residual R = B - A * X */

	ccopy_(n, &b[j * b_dim1 + 1], &c__1, &work[1], &c__1);
	q__1.r = -1.f, q__1.i = -0.f;
	chemv_(uplo, n, &q__1, &a[a_offset], lda, &x[j * x_dim1 + 1], &c__1, &
		c_b1, &work[1], &c__1);

/*        Compute componentwise relative backward error from formula */

/*        max(i) ( abs(R(i)) / ( abs(A)*abs(X) + abs(B) )(i) ) */

/*        where abs(Z) is the componentwise absolute value of the matrix */
/*        or vector Z.  If the i-th component of the denominator is less */
/*        than SAFE2, then SAFE1 is added to the i-th components of the */
/*        numerator and denominator before dividing. */

	i__2 = *n;
	for (i__ = 1; i__ <= i__2; ++i__) {
	    i__3 = i__ + j * b_dim1;
	    rwork[i__] = (r__1 = b[i__3].r, dabs(r__1)) + (r__2 = r_imag(&b[
		    i__ + j * b_dim1]), dabs(r__2));
	}

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

	if (upper) {
	    i__2 = *n;
	    for (k = 1; k <= i__2; ++k) {
		s = 0.f;
		i__3 = k + j * x_dim1;
		xk = (r__1 = x[i__3].r, dabs(r__1)) + (r__2 = r_imag(&x[k + j 
			* x_dim1]), dabs(r__2));
		i__3 = k - 1;
		for (i__ = 1; i__ <= i__3; ++i__) {
		    i__4 = i__ + k * a_dim1;
		    rwork[i__] += ((r__1 = a[i__4].r, dabs(r__1)) + (r__2 = 
			    r_imag(&a[i__ + k * a_dim1]), dabs(r__2))) * xk;
		    i__4 = i__ + k * a_dim1;
		    i__5 = i__ + j * x_dim1;
		    s += ((r__1 = a[i__4].r, dabs(r__1)) + (r__2 = r_imag(&a[
			    i__ + k * a_dim1]), dabs(r__2))) * ((r__3 = x[
			    i__5].r, dabs(r__3)) + (r__4 = r_imag(&x[i__ + j *
			     x_dim1]), dabs(r__4)));
		}
		i__3 = k + k * a_dim1;
		rwork[k] = rwork[k] + (r__1 = a[i__3].r, dabs(r__1)) * xk + s;
	    }
	} else {
	    i__2 = *n;
	    for (k = 1; k <= i__2; ++k) {
		s = 0.f;
		i__3 = k + j * x_dim1;
		xk = (r__1 = x[i__3].r, dabs(r__1)) + (r__2 = r_imag(&x[k + j 
			* x_dim1]), dabs(r__2));
		i__3 = k + k * a_dim1;
		rwork[k] += (r__1 = a[i__3].r, dabs(r__1)) * xk;
		i__3 = *n;
		for (i__ = k + 1; i__ <= i__3; ++i__) {
		    i__4 = i__ + k * a_dim1;
		    rwork[i__] += ((r__1 = a[i__4].r, dabs(r__1)) + (r__2 = 
			    r_imag(&a[i__ + k * a_dim1]), dabs(r__2))) * xk;
		    i__4 = i__ + k * a_dim1;
		    i__5 = i__ + j * x_dim1;
		    s += ((r__1 = a[i__4].r, dabs(r__1)) + (r__2 = r_imag(&a[
			    i__ + k * a_dim1]), dabs(r__2))) * ((r__3 = x[
			    i__5].r, dabs(r__3)) + (r__4 = r_imag(&x[i__ + j *
			     x_dim1]), dabs(r__4)));
		}
		rwork[k] += s;
	    }
	}
	s = 0.f;
	i__2 = *n;
	for (i__ = 1; i__ <= i__2; ++i__) {
	    if (rwork[i__] > safe2) {
/* Computing MAX */
		i__3 = i__;
		r__3 = s, r__4 = ((r__1 = work[i__3].r, dabs(r__1)) + (r__2 = 
			r_imag(&work[i__]), dabs(r__2))) / rwork[i__];
		s = dmax(r__3,r__4);
	    } else {
/* Computing MAX */
		i__3 = i__;
		r__3 = s, r__4 = ((r__1 = work[i__3].r, dabs(r__1)) + (r__2 = 
			r_imag(&work[i__]), dabs(r__2)) + safe1) / (rwork[i__]
			 + safe1);
		s = dmax(r__3,r__4);
	    }
	}
	berr[j] = s;

/*        Test stopping criterion. Continue iterating if */
/*           1) The residual BERR(J) is larger than machine epsilon, and */
/*           2) BERR(J) decreased by at least a factor of 2 during the */
/*              last iteration, and */
/*           3) At most ITMAX iterations tried. */

	if (berr[j] > eps && berr[j] * 2.f <= lstres && count <= 5) {

/*           Update solution and try again. */

	    chetrs_(uplo, n, &c__1, &af[af_offset], ldaf, &ipiv[1], &work[1], 
		    n, info);
	    caxpy_(n, &c_b1, &work[1], &c__1, &x[j * x_dim1 + 1], &c__1);
	    lstres = berr[j];
	    ++count;
	    goto L20;
	}

/*        Bound error from formula */

/*        norm(X - XTRUE) / norm(X) .le. FERR = */
/*        norm( abs(inv(A))* */
/*           ( abs(R) + NZ*EPS*( abs(A)*abs(X)+abs(B) ))) / norm(X) */

/*        where */
/*          norm(Z) is the magnitude of the largest component of Z */
/*          inv(A) is the inverse of A */
/*          abs(Z) is the componentwise absolute value of the matrix or */
/*             vector Z */
/*          NZ is the maximum number of nonzeros in any row of A, plus 1 */
/*          EPS is machine epsilon */

/*        The i-th component of abs(R)+NZ*EPS*(abs(A)*abs(X)+abs(B)) */
/*        is incremented by SAFE1 if the i-th component of */
/*        abs(A)*abs(X) + abs(B) is less than SAFE2. */

/*        Use CLACN2 to estimate the infinity-norm of the matrix */
/*           inv(A) * diag(W), */
/*        where W = abs(R) + NZ*EPS*( abs(A)*abs(X)+abs(B) ))) */

	i__2 = *n;
	for (i__ = 1; i__ <= i__2; ++i__) {
	    if (rwork[i__] > safe2) {
		i__3 = i__;
		rwork[i__] = (r__1 = work[i__3].r, dabs(r__1)) + (r__2 = 
			r_imag(&work[i__]), dabs(r__2)) + nz * eps * rwork[
			i__];
	    } else {
		i__3 = i__;
		rwork[i__] = (r__1 = work[i__3].r, dabs(r__1)) + (r__2 = 
			r_imag(&work[i__]), dabs(r__2)) + nz * eps * rwork[
			i__] + safe1;
	    }
	}

	kase = 0;
L100:
	clacn2_(n, &work[*n + 1], &work[1], &ferr[j], &kase, isave);
	if (kase != 0) {
	    if (kase == 1) {

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

		chetrs_(uplo, n, &c__1, &af[af_offset], ldaf, &ipiv[1], &work[
			1], n, info);
		i__2 = *n;
		for (i__ = 1; i__ <= i__2; ++i__) {
		    i__3 = i__;
		    i__4 = i__;
		    i__5 = i__;
		    q__1.r = rwork[i__4] * work[i__5].r, q__1.i = rwork[i__4] 
			    * work[i__5].i;
		    work[i__3].r = q__1.r, work[i__3].i = q__1.i;
		}
	    } else if (kase == 2) {

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

		i__2 = *n;
		for (i__ = 1; i__ <= i__2; ++i__) {
		    i__3 = i__;
		    i__4 = i__;
		    i__5 = i__;
		    q__1.r = rwork[i__4] * work[i__5].r, q__1.i = rwork[i__4] 
			    * work[i__5].i;
		    work[i__3].r = q__1.r, work[i__3].i = q__1.i;
		}
		chetrs_(uplo, n, &c__1, &af[af_offset], ldaf, &ipiv[1], &work[
			1], n, info);
	    }
	    goto L100;
	}

/*        Normalize error. */

	lstres = 0.f;
	i__2 = *n;
	for (i__ = 1; i__ <= i__2; ++i__) {
/* Computing MAX */
	    i__3 = i__ + j * x_dim1;
	    r__3 = lstres, r__4 = (r__1 = x[i__3].r, dabs(r__1)) + (r__2 = 
		    r_imag(&x[i__ + j * x_dim1]), dabs(r__2));
	    lstres = dmax(r__3,r__4);
	}
	if (lstres != 0.f) {
	    ferr[j] /= lstres;
	}

    }

    return 0;

/*     End of CHERFS */

} /* cherfs_ */