Exemplo n.º 1
0
    //! see full matrix case.
    inline void solvereal(fortranVectorF<n>& Z,const MatrixReal& Jac)
    {
      int nn=n,knsub=nsub,knsup=nsup,lldab=ldab,un=1,ier;
      char notrans='n';
      dgbtrs_(&notrans,&nn,&knsub,&knsup,&un,&E1,&lldab,&(ipivr[0]),
	      &Z,&nn,&ier);
      if(ier!=0)
	throw OdesException("odes::Matrices::slvrad, dgetrs,ier=",ier);
    }
Exemplo n.º 2
0
/* Subroutine */ int dla_gbrfsx_extended__(integer *prec_type__, integer *
	trans_type__, integer *n, integer *kl, integer *ku, integer *nrhs, 
	doublereal *ab, integer *ldab, doublereal *afb, integer *ldafb, 
	integer *ipiv, logical *colequ, doublereal *c__, doublereal *b, 
	integer *ldb, doublereal *y, integer *ldy, doublereal *berr_out__, 
	integer *n_norms__, doublereal *err_bnds_norm__, doublereal *
	err_bnds_comp__, doublereal *res, doublereal *ayb, doublereal *dy, 
	doublereal *y_tail__, doublereal *rcond, integer *ithresh, doublereal 
	*rthresh, doublereal *dz_ub__, logical *ignore_cwise__, integer *info)
{
    /* System generated locals */
    integer ab_dim1, ab_offset, afb_dim1, afb_offset, b_dim1, b_offset, 
	    y_dim1, y_offset, err_bnds_norm_dim1, err_bnds_norm_offset, 
	    err_bnds_comp_dim1, err_bnds_comp_offset, i__1, i__2, i__3;
    doublereal d__1, d__2;
    char ch__1[1];

    /* Local variables */
    doublereal dxratmax, dzratmax;
    integer i__, j, m;
    extern /* Subroutine */ int dla_gbamv__(integer *, integer *, integer *, 
	    integer *, integer *, doublereal *, doublereal *, integer *, 
	    doublereal *, integer *, doublereal *, doublereal *, integer *);
    logical incr_prec__;
    doublereal prev_dz_z__, yk, final_dx_x__;
    extern /* Subroutine */ int dla_wwaddw__(integer *, doublereal *, 
	    doublereal *, doublereal *);
    doublereal final_dz_z__, prevnormdx;
    integer cnt;
    doublereal dyk, eps, incr_thresh__, dx_x__, dz_z__;
    extern /* Subroutine */ int dla_lin_berr__(integer *, integer *, integer *
	    , doublereal *, doublereal *, doublereal *);
    doublereal ymin;
    extern /* Subroutine */ int blas_dgbmv_x__(integer *, integer *, integer *
	    , integer *, integer *, doublereal *, doublereal *, integer *, 
	    doublereal *, integer *, doublereal *, doublereal *, integer *, 
	    integer *);
    integer y_prec_state__;
    extern /* Subroutine */ int blas_dgbmv2_x__(integer *, integer *, integer 
	    *, integer *, integer *, doublereal *, doublereal *, integer *, 
	    doublereal *, doublereal *, integer *, doublereal *, doublereal *,
	     integer *, integer *), dgbmv_(char *, integer *, integer *, 
	    integer *, integer *, doublereal *, doublereal *, integer *, 
	    doublereal *, integer *, doublereal *, doublereal *, integer *), dcopy_(integer *, doublereal *, integer *, doublereal *, 
	    integer *);
    doublereal dxrat, dzrat;
    extern /* Subroutine */ int daxpy_(integer *, doublereal *, doublereal *, 
	    integer *, doublereal *, integer *);
    char trans[1];
    doublereal normx, normy;
    extern doublereal dlamch_(char *);
    extern /* Subroutine */ int dgbtrs_(char *, integer *, integer *, integer 
	    *, integer *, doublereal *, integer *, integer *, doublereal *, 
	    integer *, integer *);
    doublereal normdx;
    extern /* Character */ VOID chla_transtype__(char *, ftnlen, integer *);
    doublereal hugeval;
    integer x_state__, z_state__;


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

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

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

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

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

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

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

/*     TRANS_TYPE     (input) INTEGER */
/*     Specifies the transposition operation on A. */
/*     The value is defined by ILATRANS(T) where T is a CHARACTER and */
/*     T    = 'N':  No transpose */
/*          = 'T':  Transpose */
/*          = 'C':  Conjugate transpose */

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

/*     .. Local Scalars .. */
/*     .. */
/*     .. Parameters .. */
/*     .. */
/*     .. 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;
    ab_dim1 = *ldab;
    ab_offset = 1 + ab_dim1;
    ab -= ab_offset;
    afb_dim1 = *ldafb;
    afb_offset = 1 + afb_dim1;
    afb -= afb_offset;
    --ipiv;
    --c__;
    b_dim1 = *ldb;
    b_offset = 1 + b_dim1;
    b -= b_offset;
    y_dim1 = *ldy;
    y_offset = 1 + y_dim1;
    y -= y_offset;
    --berr_out__;
    --res;
    --ayb;
    --dy;
    --y_tail__;

    /* Function Body */
    if (*info != 0) {
	return 0;
    }
    chla_transtype__(ch__1, (ftnlen)1, trans_type__);
    *(unsigned char *)trans = *(unsigned char *)&ch__1[0];
    eps = dlamch_("Epsilon");
    hugeval = dlamch_("Overflow");
/*     Force HUGEVAL to Inf */
    hugeval *= hugeval;
/*     Using HUGEVAL may lead to spurious underflows. */
    incr_thresh__ = (doublereal) (*n) * eps;
    m = *kl + *ku + 1;
    i__1 = *nrhs;
    for (j = 1; j <= i__1; ++j) {
	y_prec_state__ = 1;
	if (y_prec_state__ == 2) {
	    i__2 = *n;
	    for (i__ = 1; i__ <= i__2; ++i__) {
		y_tail__[i__] = 0.;
	    }
	}
	dxrat = 0.;
	dxratmax = 0.;
	dzrat = 0.;
	dzratmax = 0.;
	final_dx_x__ = hugeval;
	final_dz_z__ = hugeval;
	prevnormdx = hugeval;
	prev_dz_z__ = hugeval;
	dz_z__ = hugeval;
	dx_x__ = hugeval;
	x_state__ = 1;
	z_state__ = 0;
	incr_prec__ = FALSE_;
	i__2 = *ithresh;
	for (cnt = 1; cnt <= i__2; ++cnt) {

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

	    dcopy_(n, &b[j * b_dim1 + 1], &c__1, &res[1], &c__1);
	    if (y_prec_state__ == 0) {
		dgbmv_(trans, &m, n, kl, ku, &c_b6, &ab[ab_offset], ldab, &y[
			j * y_dim1 + 1], &c__1, &c_b8, &res[1], &c__1);
	    } else if (y_prec_state__ == 1) {
		blas_dgbmv_x__(trans_type__, n, n, kl, ku, &c_b6, &ab[
			ab_offset], ldab, &y[j * y_dim1 + 1], &c__1, &c_b8, &
			res[1], &c__1, prec_type__);
	    } else {
		blas_dgbmv2_x__(trans_type__, n, n, kl, ku, &c_b6, &ab[
			ab_offset], ldab, &y[j * y_dim1 + 1], &y_tail__[1], &
			c__1, &c_b8, &res[1], &c__1, prec_type__);
	    }
/*        XXX: RES is no longer needed. */
	    dcopy_(n, &res[1], &c__1, &dy[1], &c__1);
	    dgbtrs_(trans, n, kl, ku, &c__1, &afb[afb_offset], ldafb, &ipiv[1]
, &dy[1], n, info);

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

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

/*         Check termination criteria. */

	    if (! (*ignore_cwise__) && ymin * *rcond < incr_thresh__ * normy 
		    && y_prec_state__ < 2) {
		incr_prec__ = TRUE_;
	    }
	    if (x_state__ == 3 && dxrat <= *rthresh) {
		x_state__ = 1;
	    }
	    if (x_state__ == 1) {
		if (dx_x__ <= eps) {
		    x_state__ = 2;
		} else if (dxrat > *rthresh) {
		    if (y_prec_state__ != 2) {
			incr_prec__ = TRUE_;
		    } else {
			x_state__ = 3;
		    }
		} else {
		    if (dxrat > dxratmax) {
			dxratmax = dxrat;
		    }
		}
		if (x_state__ > 1) {
		    final_dx_x__ = dx_x__;
		}
	    }
	    if (z_state__ == 0 && dz_z__ <= *dz_ub__) {
		z_state__ = 1;
	    }
	    if (z_state__ == 3 && dzrat <= *rthresh) {
		z_state__ = 1;
	    }
	    if (z_state__ == 1) {
		if (dz_z__ <= eps) {
		    z_state__ = 2;
		} else if (dz_z__ > *dz_ub__) {
		    z_state__ = 0;
		    dzratmax = 0.;
		    final_dz_z__ = hugeval;
		} else if (dzrat > *rthresh) {
		    if (y_prec_state__ != 2) {
			incr_prec__ = TRUE_;
		    } else {
			z_state__ = 3;
		    }
		} else {
		    if (dzrat > dzratmax) {
			dzratmax = dzrat;
		    }
		}
		if (z_state__ > 1) {
		    final_dz_z__ = dz_z__;
		}
	    }

/*           Exit if both normwise and componentwise stopped working, */
/*           but if componentwise is unstable, let it go at least two */
/*           iterations. */

	    if (x_state__ != 1) {
		if (*ignore_cwise__) {
		    goto L666;
		}
		if (z_state__ == 3 || z_state__ == 2) {
		    goto L666;
		}
		if (z_state__ == 0 && cnt > 1) {
		    goto L666;
		}
	    }
	    if (incr_prec__) {
		incr_prec__ = FALSE_;
		++y_prec_state__;
		i__3 = *n;
		for (i__ = 1; i__ <= i__3; ++i__) {
		    y_tail__[i__] = 0.;
		}
	    }
	    prevnormdx = normdx;
	    prev_dz_z__ = dz_z__;

/*           Update soluton. */

	    if (y_prec_state__ < 2) {
		daxpy_(n, &c_b8, &dy[1], &c__1, &y[j * y_dim1 + 1], &c__1);
	    } else {
		dla_wwaddw__(n, &y[j * y_dim1 + 1], &y_tail__[1], &dy[1]);
	    }
	}
/*        Target of "IF (Z_STOP .AND. X_STOP)".  Sun's f77 won't EXIT. */
L666:

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

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

/*     Compute error bounds. */

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

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

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

	dcopy_(n, &b[j * b_dim1 + 1], &c__1, &res[1], &c__1);
	dgbmv_(trans, n, n, kl, ku, &c_b6, &ab[ab_offset], ldab, &y[j * 
		y_dim1 + 1], &c__1, &c_b8, &res[1], &c__1);
	i__2 = *n;
	for (i__ = 1; i__ <= i__2; ++i__) {
	    ayb[i__] = (d__1 = b[i__ + j * b_dim1], abs(d__1));
	}

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

	dla_gbamv__(trans_type__, n, n, kl, ku, &c_b8, &ab[ab_offset], ldab, &
		y[j * y_dim1 + 1], &c__1, &c_b8, &ayb[1], &c__1);
	dla_lin_berr__(n, n, &c__1, &res[1], &ayb[1], &berr_out__[j]);

/*     End of loop for each RHS */

    }

    return 0;
} /* dla_gbrfsx_extended__ */
Exemplo n.º 3
0
/* Subroutine */ int dgbsv_(integer *n, integer *kl, integer *ku, integer *
	nrhs, doublereal *ab, integer *ldab, integer *ipiv, doublereal *b, 
	integer *ldb, integer *info)
{
    /* System generated locals */
    integer ab_dim1, ab_offset, b_dim1, b_offset, i__1;

    /* Local variables */
    extern /* Subroutine */ int dgbtrf_(integer *, integer *, integer *, 
	    integer *, doublereal *, integer *, integer *, integer *), 
	    xerbla_(char *, integer *), dgbtrs_(char *, integer *, 
	    integer *, integer *, integer *, doublereal *, integer *, integer 
	    *, doublereal *, integer *, integer *);


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

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

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

/*  DGBSV computes the solution to a real system of linear equations */
/*  A * X = B, where A is a band matrix of order N with KL subdiagonals */
/*  and KU superdiagonals, and X and B are N-by-NRHS matrices. */

/*  The LU decomposition with partial pivoting and row interchanges is */
/*  used to factor A as A = L * U, where L is a product of permutation */
/*  and unit lower triangular matrices with KL subdiagonals, and U is */
/*  upper triangular with KL+KU superdiagonals.  The factored form of A */
/*  is then used to solve the system of equations A * X = B. */

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

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

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

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

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

/*  AB      (input/output) DOUBLE PRECISION array, dimension (LDAB,N) */
/*          On entry, the matrix A in band storage, in rows KL+1 to */
/*          2*KL+KU+1; rows 1 to KL of the array need not be set. */
/*          The j-th column of A is stored in the j-th column of the */
/*          array AB as follows: */
/*          AB(KL+KU+1+i-j,j) = A(i,j) for max(1,j-KU)<=i<=min(N,j+KL) */
/*          On exit, details of the factorization: U is stored as an */
/*          upper triangular band matrix with KL+KU superdiagonals in */
/*          rows 1 to KL+KU+1, and the multipliers used during the */
/*          factorization are stored in rows KL+KU+2 to 2*KL+KU+1. */
/*          See below for further details. */

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

/*  IPIV    (output) INTEGER array, dimension (N) */
/*          The pivot indices that define the permutation matrix P; */
/*          row i of the matrix was interchanged with row IPIV(i). */

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

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

/*  INFO    (output) INTEGER */
/*          = 0:  successful exit */
/*          < 0:  if INFO = -i, the i-th argument had an illegal value */
/*          > 0:  if INFO = i, U(i,i) is exactly zero.  The factorization */
/*                has been completed, but the factor U is exactly */
/*                singular, and the solution has not been computed. */

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

/*  The band storage scheme is illustrated by the following example, when */
/*  M = N = 6, KL = 2, KU = 1: */

/*  On entry:                       On exit: */

/*      *    *    *    +    +    +       *    *    *   u14  u25  u36 */
/*      *    *    +    +    +    +       *    *   u13  u24  u35  u46 */
/*      *   a12  a23  a34  a45  a56      *   u12  u23  u34  u45  u56 */
/*     a11  a22  a33  a44  a55  a66     u11  u22  u33  u44  u55  u66 */
/*     a21  a32  a43  a54  a65   *      m21  m32  m43  m54  m65   * */
/*     a31  a42  a53  a64   *    *      m31  m42  m53  m64   *    * */

/*  Array elements marked * are not used by the routine; elements marked */
/*  + need not be set on entry, but are required by the routine to store */
/*  elements of U because of fill-in resulting from the row interchanges. */

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

/*     .. External Subroutines .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. Executable Statements .. */

/*     Test the input parameters. */

    /* Parameter adjustments */
    ab_dim1 = *ldab;
    ab_offset = 1 + ab_dim1;
    ab -= ab_offset;
    --ipiv;
    b_dim1 = *ldb;
    b_offset = 1 + b_dim1;
    b -= b_offset;

    /* Function Body */
    *info = 0;
    if (*n < 0) {
	*info = -1;
    } else if (*kl < 0) {
	*info = -2;
    } else if (*ku < 0) {
	*info = -3;
    } else if (*nrhs < 0) {
	*info = -4;
    } else if (*ldab < (*kl << 1) + *ku + 1) {
	*info = -6;
    } else if (*ldb < max(*n,1)) {
	*info = -9;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("DGBSV ", &i__1);
	return 0;
    }

/*     Compute the LU factorization of the band matrix A. */

    dgbtrf_(n, n, kl, ku, &ab[ab_offset], ldab, &ipiv[1], info);
    if (*info == 0) {

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

	dgbtrs_("No transpose", n, kl, ku, nrhs, &ab[ab_offset], ldab, &ipiv[
		1], &b[b_offset], ldb, info);
    }
    return 0;

/*     End of DGBSV */

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

    /* Local variables */
    doublereal a[16]	/* was [4][4] */, b[4];
    integer i__, j;
    doublereal w[12], x[4];
    char c2[2];
    doublereal r1[4], r2[4], af[16]	/* was [4][4] */;
    integer ip[4], iw[4], info;
    doublereal anrm, ccond, rcond;
    extern /* Subroutine */ int dgbtf2_(integer *, integer *, integer *, 
	    integer *, doublereal *, integer *, integer *, integer *), 
	    dgetf2_(integer *, integer *, doublereal *, integer *, integer *, 
	    integer *), dgbcon_(char *, integer *, integer *, integer *, 
	    doublereal *, integer *, integer *, doublereal *, doublereal *, 
	    doublereal *, integer *, integer *), dgecon_(char *, 
	    integer *, doublereal *, integer *, doublereal *, doublereal *, 
	    doublereal *, integer *, integer *), alaesm_(char *, 
	    logical *, integer *), dgbequ_(integer *, integer *, 
	    integer *, integer *, doublereal *, integer *, doublereal *, 
	    doublereal *, doublereal *, doublereal *, doublereal *, integer *)
	    , dgbrfs_(char *, integer *, integer *, integer *, integer *, 
	    doublereal *, integer *, doublereal *, integer *, integer *, 
	    doublereal *, integer *, doublereal *, integer *, doublereal *, 
	    doublereal *, doublereal *, integer *, integer *), 
	    dgbtrf_(integer *, integer *, integer *, integer *, doublereal *, 
	    integer *, integer *, integer *), dgeequ_(integer *, integer *, 
	    doublereal *, integer *, doublereal *, doublereal *, doublereal *, 
	     doublereal *, doublereal *, integer *), dgerfs_(char *, integer *
, integer *, doublereal *, integer *, doublereal *, integer *, 
	    integer *, doublereal *, integer *, doublereal *, integer *, 
	    doublereal *, doublereal *, doublereal *, integer *, integer *), dgetrf_(integer *, integer *, doublereal *, integer *, 
	    integer *, integer *), dgetri_(integer *, doublereal *, integer *, 
	     integer *, doublereal *, integer *, integer *);
    extern logical lsamen_(integer *, char *, char *);
    extern /* Subroutine */ int chkxer_(char *, integer *, integer *, logical 
	    *, logical *), dgbtrs_(char *, integer *, integer *, 
	    integer *, integer *, doublereal *, integer *, integer *, 
	    doublereal *, integer *, integer *), dgetrs_(char *, 
	    integer *, integer *, doublereal *, integer *, integer *, 
	    doublereal *, integer *, integer *);

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



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

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

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

/*  DERRGE tests the error exits for the DOUBLE PRECISION routines */
/*  for general matrices. */

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

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

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

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

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

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

/*     Set the variables to innocuous values. */

    for (j = 1; j <= 4; ++j) {
	for (i__ = 1; i__ <= 4; ++i__) {
	    a[i__ + (j << 2) - 5] = 1. / (doublereal) (i__ + j);
	    af[i__ + (j << 2) - 5] = 1. / (doublereal) (i__ + j);
/* L10: */
	}
	b[j - 1] = 0.;
	r1[j - 1] = 0.;
	r2[j - 1] = 0.;
	w[j - 1] = 0.;
	x[j - 1] = 0.;
	ip[j - 1] = j;
	iw[j - 1] = j;
/* L20: */
    }
    infoc_1.ok = TRUE_;

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

/*        Test error exits of the routines that use the LU decomposition */
/*        of a general matrix. */

/*        DGETRF */

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

/*        DGETF2 */

	s_copy(srnamc_1.srnamt, "DGETF2", (ftnlen)6, (ftnlen)6);
	infoc_1.infot = 1;
	dgetf2_(&c_n1, &c__0, a, &c__1, ip, &info);
	chkxer_("DGETF2", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	dgetf2_(&c__0, &c_n1, a, &c__1, ip, &info);
	chkxer_("DGETF2", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 4;
	dgetf2_(&c__2, &c__1, a, &c__1, ip, &info);
	chkxer_("DGETF2", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        DGETRI */

	s_copy(srnamc_1.srnamt, "DGETRI", (ftnlen)6, (ftnlen)6);
	infoc_1.infot = 1;
	dgetri_(&c_n1, a, &c__1, ip, w, &c__12, &info);
	chkxer_("DGETRI", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 3;
	dgetri_(&c__2, a, &c__1, ip, w, &c__12, &info);
	chkxer_("DGETRI", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        DGETRS */

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

/*        DGERFS */

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

/*        DGECON */

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

/*        DGEEQU */

	s_copy(srnamc_1.srnamt, "DGEEQU", (ftnlen)6, (ftnlen)6);
	infoc_1.infot = 1;
	dgeequ_(&c_n1, &c__0, a, &c__1, r1, r2, &rcond, &ccond, &anrm, &info);
	chkxer_("DGEEQU", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	dgeequ_(&c__0, &c_n1, a, &c__1, r1, r2, &rcond, &ccond, &anrm, &info);
	chkxer_("DGEEQU", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 4;
	dgeequ_(&c__2, &c__2, a, &c__1, r1, r2, &rcond, &ccond, &anrm, &info);
	chkxer_("DGEEQU", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

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

/*        Test error exits of the routines that use the LU decomposition */
/*        of a general band matrix. */

/*        DGBTRF */

	s_copy(srnamc_1.srnamt, "DGBTRF", (ftnlen)6, (ftnlen)6);
	infoc_1.infot = 1;
	dgbtrf_(&c_n1, &c__0, &c__0, &c__0, a, &c__1, ip, &info);
	chkxer_("DGBTRF", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	dgbtrf_(&c__0, &c_n1, &c__0, &c__0, a, &c__1, ip, &info);
	chkxer_("DGBTRF", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 3;
	dgbtrf_(&c__1, &c__1, &c_n1, &c__0, a, &c__1, ip, &info);
	chkxer_("DGBTRF", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 4;
	dgbtrf_(&c__1, &c__1, &c__0, &c_n1, a, &c__1, ip, &info);
	chkxer_("DGBTRF", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 6;
	dgbtrf_(&c__2, &c__2, &c__1, &c__1, a, &c__3, ip, &info);
	chkxer_("DGBTRF", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        DGBTF2 */

	s_copy(srnamc_1.srnamt, "DGBTF2", (ftnlen)6, (ftnlen)6);
	infoc_1.infot = 1;
	dgbtf2_(&c_n1, &c__0, &c__0, &c__0, a, &c__1, ip, &info);
	chkxer_("DGBTF2", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	dgbtf2_(&c__0, &c_n1, &c__0, &c__0, a, &c__1, ip, &info);
	chkxer_("DGBTF2", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 3;
	dgbtf2_(&c__1, &c__1, &c_n1, &c__0, a, &c__1, ip, &info);
	chkxer_("DGBTF2", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 4;
	dgbtf2_(&c__1, &c__1, &c__0, &c_n1, a, &c__1, ip, &info);
	chkxer_("DGBTF2", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 6;
	dgbtf2_(&c__2, &c__2, &c__1, &c__1, a, &c__3, ip, &info);
	chkxer_("DGBTF2", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        DGBTRS */

	s_copy(srnamc_1.srnamt, "DGBTRS", (ftnlen)6, (ftnlen)6);
	infoc_1.infot = 1;
	dgbtrs_("/", &c__0, &c__0, &c__0, &c__1, a, &c__1, ip, b, &c__1, &
		info);
	chkxer_("DGBTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	dgbtrs_("N", &c_n1, &c__0, &c__0, &c__1, a, &c__1, ip, b, &c__1, &
		info);
	chkxer_("DGBTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 3;
	dgbtrs_("N", &c__1, &c_n1, &c__0, &c__1, a, &c__1, ip, b, &c__1, &
		info);
	chkxer_("DGBTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 4;
	dgbtrs_("N", &c__1, &c__0, &c_n1, &c__1, a, &c__1, ip, b, &c__1, &
		info);
	chkxer_("DGBTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 5;
	dgbtrs_("N", &c__1, &c__0, &c__0, &c_n1, a, &c__1, ip, b, &c__1, &
		info);
	chkxer_("DGBTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 7;
	dgbtrs_("N", &c__2, &c__1, &c__1, &c__1, a, &c__3, ip, b, &c__2, &
		info);
	chkxer_("DGBTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 10;
	dgbtrs_("N", &c__2, &c__0, &c__0, &c__1, a, &c__1, ip, b, &c__1, &
		info);
	chkxer_("DGBTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        DGBRFS */

	s_copy(srnamc_1.srnamt, "DGBRFS", (ftnlen)6, (ftnlen)6);
	infoc_1.infot = 1;
	dgbrfs_("/", &c__0, &c__0, &c__0, &c__0, a, &c__1, af, &c__1, ip, b, &
		c__1, x, &c__1, r1, r2, w, iw, &info);
	chkxer_("DGBRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	dgbrfs_("N", &c_n1, &c__0, &c__0, &c__0, a, &c__1, af, &c__1, ip, b, &
		c__1, x, &c__1, r1, r2, w, iw, &info);
	chkxer_("DGBRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 3;
	dgbrfs_("N", &c__1, &c_n1, &c__0, &c__0, a, &c__1, af, &c__1, ip, b, &
		c__1, x, &c__1, r1, r2, w, iw, &info);
	chkxer_("DGBRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 4;
	dgbrfs_("N", &c__1, &c__0, &c_n1, &c__0, a, &c__1, af, &c__1, ip, b, &
		c__1, x, &c__1, r1, r2, w, iw, &info);
	chkxer_("DGBRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 5;
	dgbrfs_("N", &c__1, &c__0, &c__0, &c_n1, a, &c__1, af, &c__1, ip, b, &
		c__1, x, &c__1, r1, r2, w, iw, &info);
	chkxer_("DGBRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 7;
	dgbrfs_("N", &c__2, &c__1, &c__1, &c__1, a, &c__2, af, &c__4, ip, b, &
		c__2, x, &c__2, r1, r2, w, iw, &info);
	chkxer_("DGBRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 9;
	dgbrfs_("N", &c__2, &c__1, &c__1, &c__1, a, &c__3, af, &c__3, ip, b, &
		c__2, x, &c__2, r1, r2, w, iw, &info);
	chkxer_("DGBRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 12;
	dgbrfs_("N", &c__2, &c__0, &c__0, &c__1, a, &c__1, af, &c__1, ip, b, &
		c__1, x, &c__2, r1, r2, w, iw, &info);
	chkxer_("DGBRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 14;
	dgbrfs_("N", &c__2, &c__0, &c__0, &c__1, a, &c__1, af, &c__1, ip, b, &
		c__2, x, &c__1, r1, r2, w, iw, &info);
	chkxer_("DGBRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        DGBCON */

	s_copy(srnamc_1.srnamt, "DGBCON", (ftnlen)6, (ftnlen)6);
	infoc_1.infot = 1;
	dgbcon_("/", &c__0, &c__0, &c__0, a, &c__1, ip, &anrm, &rcond, w, iw, 
		&info);
	chkxer_("DGBCON", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	dgbcon_("1", &c_n1, &c__0, &c__0, a, &c__1, ip, &anrm, &rcond, w, iw, 
		&info);
	chkxer_("DGBCON", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 3;
	dgbcon_("1", &c__1, &c_n1, &c__0, a, &c__1, ip, &anrm, &rcond, w, iw, 
		&info);
	chkxer_("DGBCON", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 4;
	dgbcon_("1", &c__1, &c__0, &c_n1, a, &c__1, ip, &anrm, &rcond, w, iw, 
		&info);
	chkxer_("DGBCON", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 6;
	dgbcon_("1", &c__2, &c__1, &c__1, a, &c__3, ip, &anrm, &rcond, w, iw, 
		&info);
	chkxer_("DGBCON", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);

/*        DGBEQU */

	s_copy(srnamc_1.srnamt, "DGBEQU", (ftnlen)6, (ftnlen)6);
	infoc_1.infot = 1;
	dgbequ_(&c_n1, &c__0, &c__0, &c__0, a, &c__1, r1, r2, &rcond, &ccond, 
		&anrm, &info);
	chkxer_("DGBEQU", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 2;
	dgbequ_(&c__0, &c_n1, &c__0, &c__0, a, &c__1, r1, r2, &rcond, &ccond, 
		&anrm, &info);
	chkxer_("DGBEQU", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 3;
	dgbequ_(&c__1, &c__1, &c_n1, &c__0, a, &c__1, r1, r2, &rcond, &ccond, 
		&anrm, &info);
	chkxer_("DGBEQU", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 4;
	dgbequ_(&c__1, &c__1, &c__0, &c_n1, a, &c__1, r1, r2, &rcond, &ccond, 
		&anrm, &info);
	chkxer_("DGBEQU", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
	infoc_1.infot = 6;
	dgbequ_(&c__2, &c__2, &c__1, &c__1, a, &c__2, r1, r2, &rcond, &ccond, 
		&anrm, &info);
	chkxer_("DGBEQU", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, &
		infoc_1.ok);
    }

/*     Print a summary line. */

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

    return 0;

/*     End of DERRGE */

} /* derrge_ */
Exemplo n.º 5
0
/* Subroutine */ int dgbsvx_(char *fact, char *trans, integer *n, integer *kl, 
	 integer *ku, integer *nrhs, doublereal *ab, integer *ldab, 
	doublereal *afb, integer *ldafb, integer *ipiv, char *equed, 
	doublereal *r__, doublereal *c__, doublereal *b, integer *ldb, 
	doublereal *x, integer *ldx, doublereal *rcond, doublereal *ferr, 
	doublereal *berr, doublereal *work, integer *iwork, integer *info)
{
    /* System generated locals */
    integer ab_dim1, ab_offset, afb_dim1, afb_offset, b_dim1, b_offset, 
	    x_dim1, x_offset, i__1, i__2, i__3, i__4, i__5;
    doublereal d__1, d__2, d__3;

    /* Local variables */
    integer i__, j, j1, j2;
    doublereal amax;
    char norm[1];
    doublereal rcmin, rcmax, anorm;
    logical equil;
    doublereal colcnd;
    logical nofact;
    doublereal bignum;
    integer infequ;
    logical colequ;
    doublereal rowcnd;
    logical notran;
    doublereal smlnum;
    logical rowequ;
    doublereal rpvgrw;

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

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

/*  DGBSVX uses the LU factorization to compute the solution to a real */
/*  system of linear equations A * X = B, A**T * X = B, or A**H * X = B, */
/*  where A is a band matrix of order N with KL subdiagonals and KU */
/*  superdiagonals, 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 by this subroutine: */

/*  1. If FACT = 'E', real scaling factors are computed to equilibrate */
/*     the system: */
/*        TRANS = 'N':  diag(R)*A*diag(C)     *inv(diag(C))*X = diag(R)*B */
/*        TRANS = 'T': (diag(R)*A*diag(C))**T *inv(diag(R))*X = diag(C)*B */
/*        TRANS = 'C': (diag(R)*A*diag(C))**H *inv(diag(R))*X = diag(C)*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(R)*A*diag(C) and B by diag(R)*B (if TRANS='N') */
/*     or diag(C)*B (if TRANS = 'T' or 'C'). */

/*  2. If FACT = 'N' or 'E', the LU decomposition is used to factor the */
/*     matrix A (after equilibration if FACT = 'E') as */
/*        A = L * U, */
/*     where L is a product of permutation and unit lower triangular */
/*     matrices with KL subdiagonals, and U is upper triangular with */
/*     KL+KU superdiagonals. */

/*  3. If some U(i,i)=0, so that U 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. */

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

/*  5. Iterative refinement is applied to improve the computed solution */
/*     matrix and calculate error bounds and backward error estimates */
/*     for it. */

/*  6. If equilibration was used, the matrix X is premultiplied by */
/*     diag(C) (if TRANS = 'N') or diag(R) (if TRANS = 'T' or 'C') so */
/*     that it solves the original system before equilibration. */

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

/*  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, AFB and IPIV contain the factored form of */
/*                  A.  If EQUED is not 'N', the matrix A has been */
/*                  equilibrated with scaling factors given by R and C. */
/*                  AB, AFB, and IPIV are not modified. */
/*          = 'N':  The matrix A will be copied to AFB and factored. */
/*          = 'E':  The matrix A will be equilibrated if necessary, then */
/*                  copied to AFB and factored. */

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

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

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

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

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

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

/*          If FACT = 'F' and EQUED is not 'N', then A must have been */
/*          equilibrated by the scaling factors in R and/or C.  AB is not */
/*          modified if FACT = 'F' or 'N', or if FACT = 'E' and */
/*          EQUED = 'N' on exit. */

/*          On exit, if EQUED .ne. 'N', A is scaled as follows: */
/*          EQUED = 'R':  A := diag(R) * A */
/*          EQUED = 'C':  A := A * diag(C) */
/*          EQUED = 'B':  A := diag(R) * A * diag(C). */

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

/*  AFB     (input or output) DOUBLE PRECISION array, dimension (LDAFB,N) */
/*          If FACT = 'F', then AFB is an input argument and on entry */
/*          contains details of the LU factorization of the band matrix */
/*          A, as computed by DGBTRF.  U is stored as an upper triangular */
/*          band matrix with KL+KU superdiagonals in rows 1 to KL+KU+1, */
/*          and the multipliers used during the factorization are stored */
/*          in rows KL+KU+2 to 2*KL+KU+1.  If EQUED .ne. 'N', then AFB is */
/*          the factored form of the equilibrated matrix A. */

/*          If FACT = 'N', then AFB is an output argument and on exit */
/*          returns details of the LU factorization of A. */

/*          If FACT = 'E', then AFB is an output argument and on exit */
/*          returns details of the LU factorization of the equilibrated */
/*          matrix A (see the description of AB for the form of the */
/*          equilibrated matrix). */

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

/*  IPIV    (input or output) INTEGER array, dimension (N) */
/*          If FACT = 'F', then IPIV is an input argument and on entry */
/*          contains the pivot indices from the factorization A = L*U */
/*          as computed by DGBTRF; row i of the matrix was interchanged */
/*          with row IPIV(i). */

/*          If FACT = 'N', then IPIV is an output argument and on exit */
/*          contains the pivot indices from the factorization A = L*U */
/*          of the original matrix A. */

/*          If FACT = 'E', then IPIV is an output argument and on exit */
/*          contains the pivot indices from the factorization A = L*U */
/*          of the equilibrated matrix A. */

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

/*  R       (input or output) DOUBLE PRECISION array, dimension (N) */
/*          The row scale factors for A.  If EQUED = 'R' or 'B', A is */
/*          multiplied on the left by diag(R); if EQUED = 'N' or 'C', R */
/*          is not accessed.  R is an input argument if FACT = 'F'; */
/*          otherwise, R is an output argument.  If FACT = 'F' and */
/*          EQUED = 'R' or 'B', each element of R must be positive. */

/*  C       (input or output) DOUBLE PRECISION array, dimension (N) */
/*          The column scale factors for A.  If EQUED = 'C' or 'B', A is */
/*          multiplied on the right by diag(C); if EQUED = 'N' or 'R', C */
/*          is not accessed.  C is an input argument if FACT = 'F'; */
/*          otherwise, C is an output argument.  If FACT = 'F' and */
/*          EQUED = 'C' or 'B', each element of C must be positive. */

/*  B       (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS) */
/*          On entry, the right hand side matrix B. */
/*          On exit, */
/*          if EQUED = 'N', B is not modified; */
/*          if TRANS = 'N' and EQUED = 'R' or 'B', B is overwritten by */
/*          diag(R)*B; */
/*          if TRANS = 'T' or 'C' and EQUED = 'C' or 'B', B is */
/*          overwritten by diag(C)*B. */

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

/*  X       (output) DOUBLE PRECISION array, dimension (LDX,NRHS) */
/*          If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X */
/*          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(C))*X if TRANS = 'N' and */
/*          EQUED = 'C' or 'B', or inv(diag(R))*X if TRANS = 'T' or 'C' */
/*          and EQUED = 'R' or 'B'. */

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

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

/*  FERR    (output) DOUBLE PRECISION array, dimension (NRHS) */
/*          The estimated forward error bound for each solution vector */
/*          X(j) (the j-th column of the solution matrix X). */
/*          If XTRUE is the true solution corresponding to X(j), FERR(j) */
/*          is an estimated upper bound for the magnitude of the largest */
/*          element in (X(j) - XTRUE) divided by the magnitude of the */
/*          largest element in X(j).  The estimate is as reliable as */
/*          the estimate for RCOND, and is almost always a slight */
/*          overestimate of the true error. */

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

/*  WORK    (workspace/output) DOUBLE PRECISION array, dimension (3*N) */
/*          On exit, WORK(1) contains the reciprocal pivot growth */
/*          factor norm(A)/norm(U). The "max absolute element" norm is */
/*          used. If WORK(1) 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, condition */
/*          estimator RCOND, and forward error bound FERR could be */
/*          unreliable. If factorization fails with 0<INFO<=N, then */
/*          WORK(1) contains the reciprocal pivot growth factor for the */
/*          leading INFO columns of A. */

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

/*  INFO    (output) INTEGER */
/*          = 0:  successful exit */
/*          < 0:  if INFO = -i, the i-th argument had an illegal value */
/*          > 0:  if INFO = i, and i is */
/*                <= N:  U(i,i) 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+1: U 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. */

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

    /* Parameter adjustments */
    ab_dim1 = *ldab;
    ab_offset = 1 + ab_dim1;
    ab -= ab_offset;
    afb_dim1 = *ldafb;
    afb_offset = 1 + afb_dim1;
    afb -= afb_offset;
    --ipiv;
    --r__;
    --c__;
    b_dim1 = *ldb;
    b_offset = 1 + b_dim1;
    b -= b_offset;
    x_dim1 = *ldx;
    x_offset = 1 + x_dim1;
    x -= x_offset;
    --ferr;
    --berr;
    --work;
    --iwork;

    /* Function Body */
    *info = 0;
    nofact = lsame_(fact, "N");
    equil = lsame_(fact, "E");
    notran = lsame_(trans, "N");
    if (nofact || equil) {
	*(unsigned char *)equed = 'N';
	rowequ = FALSE_;
	colequ = FALSE_;
    } else {
	rowequ = lsame_(equed, "R") || lsame_(equed, 
		"B");
	colequ = lsame_(equed, "C") || lsame_(equed, 
		"B");
	smlnum = dlamch_("Safe minimum");
	bignum = 1. / smlnum;
    }

/*     Test the input parameters. */

    if (! nofact && ! equil && ! lsame_(fact, "F")) {
	*info = -1;
    } else if (! notran && ! lsame_(trans, "T") && ! 
	    lsame_(trans, "C")) {
	*info = -2;
    } else if (*n < 0) {
	*info = -3;
    } else if (*kl < 0) {
	*info = -4;
    } else if (*ku < 0) {
	*info = -5;
    } else if (*nrhs < 0) {
	*info = -6;
    } else if (*ldab < *kl + *ku + 1) {
	*info = -8;
    } else if (*ldafb < (*kl << 1) + *ku + 1) {
	*info = -10;
    } else if (lsame_(fact, "F") && ! (rowequ || colequ 
	    || lsame_(equed, "N"))) {
	*info = -12;
    } else {
	if (rowequ) {
	    rcmin = bignum;
	    rcmax = 0.;
	    i__1 = *n;
	    for (j = 1; j <= i__1; ++j) {
/* Computing MIN */
		d__1 = rcmin, d__2 = r__[j];
		rcmin = min(d__1,d__2);
/* Computing MAX */
		d__1 = rcmax, d__2 = r__[j];
		rcmax = max(d__1,d__2);
	    }
	    if (rcmin <= 0.) {
		*info = -13;
	    } else if (*n > 0) {
		rowcnd = max(rcmin,smlnum) / min(rcmax,bignum);
	    } else {
		rowcnd = 1.;
	    }
	}
	if (colequ && *info == 0) {
	    rcmin = bignum;
	    rcmax = 0.;
	    i__1 = *n;
	    for (j = 1; j <= i__1; ++j) {
/* Computing MIN */
		d__1 = rcmin, d__2 = c__[j];
		rcmin = min(d__1,d__2);
/* Computing MAX */
		d__1 = rcmax, d__2 = c__[j];
		rcmax = max(d__1,d__2);
	    }
	    if (rcmin <= 0.) {
		*info = -14;
	    } else if (*n > 0) {
		colcnd = max(rcmin,smlnum) / min(rcmax,bignum);
	    } else {
		colcnd = 1.;
	    }
	}
	if (*info == 0) {
	    if (*ldb < max(1,*n)) {
		*info = -16;
	    } else if (*ldx < max(1,*n)) {
		*info = -18;
	    }
	}
    }

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

    if (equil) {

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

	dgbequ_(n, n, kl, ku, &ab[ab_offset], ldab, &r__[1], &c__[1], &rowcnd, 
		 &colcnd, &amax, &infequ);
	if (infequ == 0) {

/*           Equilibrate the matrix. */

	    dlaqgb_(n, n, kl, ku, &ab[ab_offset], ldab, &r__[1], &c__[1], &
		    rowcnd, &colcnd, &amax, equed);
	    rowequ = lsame_(equed, "R") || lsame_(equed, 
		     "B");
	    colequ = lsame_(equed, "C") || lsame_(equed, 
		     "B");
	}
    }

/*     Scale the right hand side. */

    if (notran) {
	if (rowequ) {
	    i__1 = *nrhs;
	    for (j = 1; j <= i__1; ++j) {
		i__2 = *n;
		for (i__ = 1; i__ <= i__2; ++i__) {
		    b[i__ + j * b_dim1] = r__[i__] * b[i__ + j * b_dim1];
		}
	    }
	}
    } else if (colequ) {
	i__1 = *nrhs;
	for (j = 1; j <= i__1; ++j) {
	    i__2 = *n;
	    for (i__ = 1; i__ <= i__2; ++i__) {
		b[i__ + j * b_dim1] = c__[i__] * b[i__ + j * b_dim1];
	    }
	}
    }

    if (nofact || equil) {

/*        Compute the LU factorization of the band matrix A. */

	i__1 = *n;
	for (j = 1; j <= i__1; ++j) {
/* Computing MAX */
	    i__2 = j - *ku;
	    j1 = max(i__2,1);
/* Computing MIN */
	    i__2 = j + *kl;
	    j2 = min(i__2,*n);
	    i__2 = j2 - j1 + 1;
	    dcopy_(&i__2, &ab[*ku + 1 - j + j1 + j * ab_dim1], &c__1, &afb[*
		    kl + *ku + 1 - j + j1 + j * afb_dim1], &c__1);
	}

	dgbtrf_(n, n, kl, ku, &afb[afb_offset], ldafb, &ipiv[1], info);

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

	if (*info > 0) {

/*           Compute the reciprocal pivot growth factor of the */
/*           leading rank-deficient INFO columns of A. */

	    anorm = 0.;
	    i__1 = *info;
	    for (j = 1; j <= i__1; ++j) {
/* Computing MAX */
		i__2 = *ku + 2 - j;
/* Computing MIN */
		i__4 = *n + *ku + 1 - j, i__5 = *kl + *ku + 1;
		i__3 = min(i__4,i__5);
		for (i__ = max(i__2,1); i__ <= i__3; ++i__) {
/* Computing MAX */
		    d__2 = anorm, d__3 = (d__1 = ab[i__ + j * ab_dim1], abs(
			    d__1));
		    anorm = max(d__2,d__3);
		}
	    }
/* Computing MIN */
	    i__3 = *info - 1, i__2 = *kl + *ku;
	    i__1 = min(i__3,i__2);
/* Computing MAX */
	    i__4 = 1, i__5 = *kl + *ku + 2 - *info;
	    rpvgrw = dlantb_("M", "U", "N", info, &i__1, &afb[max(i__4, i__5)
		    + afb_dim1], ldafb, &work[1]);
	    if (rpvgrw == 0.) {
		rpvgrw = 1.;
	    } else {
		rpvgrw = anorm / rpvgrw;
	    }
	    work[1] = rpvgrw;
	    *rcond = 0.;
	    return 0;
	}
    }

/*     Compute the norm of the matrix A and the */
/*     reciprocal pivot growth factor RPVGRW. */

    if (notran) {
	*(unsigned char *)norm = '1';
    } else {
	*(unsigned char *)norm = 'I';
    }
    anorm = dlangb_(norm, n, kl, ku, &ab[ab_offset], ldab, &work[1]);
    i__1 = *kl + *ku;
    rpvgrw = dlantb_("M", "U", "N", n, &i__1, &afb[afb_offset], ldafb, &work[
	    1]);
    if (rpvgrw == 0.) {
	rpvgrw = 1.;
    } else {
	rpvgrw = dlangb_("M", n, kl, ku, &ab[ab_offset], ldab, &work[1]) / rpvgrw;
    }

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

    dgbcon_(norm, n, kl, ku, &afb[afb_offset], ldafb, &ipiv[1], &anorm, rcond, 
	     &work[1], &iwork[1], info);

/*     Compute the solution matrix X. */

    dlacpy_("Full", n, nrhs, &b[b_offset], ldb, &x[x_offset], ldx);
    dgbtrs_(trans, n, kl, ku, nrhs, &afb[afb_offset], ldafb, &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. */

    dgbrfs_(trans, n, kl, ku, nrhs, &ab[ab_offset], ldab, &afb[afb_offset], 
	    ldafb, &ipiv[1], &b[b_offset], ldb, &x[x_offset], ldx, &ferr[1], &
	    berr[1], &work[1], &iwork[1], info);

/*     Transform the solution matrix X to a solution of the original */
/*     system. */

    if (notran) {
	if (colequ) {
	    i__1 = *nrhs;
	    for (j = 1; j <= i__1; ++j) {
		i__3 = *n;
		for (i__ = 1; i__ <= i__3; ++i__) {
		    x[i__ + j * x_dim1] = c__[i__] * x[i__ + j * x_dim1];
		}
	    }
	    i__1 = *nrhs;
	    for (j = 1; j <= i__1; ++j) {
		ferr[j] /= colcnd;
	    }
	}
    } else if (rowequ) {
	i__1 = *nrhs;
	for (j = 1; j <= i__1; ++j) {
	    i__3 = *n;
	    for (i__ = 1; i__ <= i__3; ++i__) {
		x[i__ + j * x_dim1] = r__[i__] * x[i__ + j * x_dim1];
	    }
	}
	i__1 = *nrhs;
	for (j = 1; j <= i__1; ++j) {
	    ferr[j] /= rowcnd;
	}
    }

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

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

    work[1] = rpvgrw;
    return 0;

/*     End of DGBSVX */

} /* dgbsvx_ */
Exemplo n.º 6
0
/* Subroutine */ int dgbsvxx_(char *fact, char *trans, integer *n, integer *
	kl, integer *ku, integer *nrhs, doublereal *ab, integer *ldab, 
	doublereal *afb, integer *ldafb, integer *ipiv, char *equed, 
	doublereal *r__, doublereal *c__, doublereal *b, integer *ldb, 
	doublereal *x, integer *ldx, doublereal *rcond, doublereal *rpvgrw, 
	doublereal *berr, integer *n_err_bnds__, doublereal *err_bnds_norm__, 
	doublereal *err_bnds_comp__, integer *nparams, doublereal *params, 
	doublereal *work, integer *iwork, integer *info)
{
    /* System generated locals */
    integer ab_dim1, ab_offset, afb_dim1, afb_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, i__2;
    doublereal d__1, d__2;

    /* Local variables */
    integer i__, j;
    doublereal amax;
    extern doublereal dla_gbrpvgrw__(integer *, integer *, integer *, integer 
	    *, doublereal *, integer *, doublereal *, integer *);
    extern logical lsame_(char *, char *);
    doublereal rcmin, rcmax;
    logical equil;
    extern doublereal dlamch_(char *);
    extern /* Subroutine */ int dlaqgb_(integer *, integer *, integer *, 
	    integer *, doublereal *, integer *, doublereal *, doublereal *, 
	    doublereal *, doublereal *, doublereal *, char *);
    doublereal colcnd;
    extern /* Subroutine */ int dgbtrf_(integer *, integer *, integer *, 
	    integer *, doublereal *, integer *, integer *, integer *);
    logical nofact;
    extern /* Subroutine */ int dlacpy_(char *, integer *, integer *, 
	    doublereal *, integer *, doublereal *, integer *), 
	    xerbla_(char *, integer *);
    doublereal bignum;
    extern /* Subroutine */ int dgbtrs_(char *, integer *, integer *, integer 
	    *, integer *, doublereal *, integer *, integer *, doublereal *, 
	    integer *, integer *);
    integer infequ;
    logical colequ;
    doublereal rowcnd;
    logical notran;
    doublereal smlnum;
    logical rowequ;
    extern /* Subroutine */ int dlascl2_(integer *, integer *, doublereal *, 
	    doublereal *, integer *), dgbequb_(integer *, integer *, integer *
, integer *, doublereal *, integer *, doublereal *, doublereal *, 
	    doublereal *, doublereal *, doublereal *, integer *), dgbrfsx_(
	    char *, char *, integer *, integer *, integer *, integer *, 
	    doublereal *, integer *, doublereal *, integer *, integer *, 
	    doublereal *, doublereal *, doublereal *, integer *, doublereal *, 
	     integer *, doublereal *, doublereal *, integer *, doublereal *, 
	    doublereal *, integer *, doublereal *, doublereal *, integer *, 
	    integer *);


/*     -- LAPACK driver routine (version 3.2)                          -- */
/*     -- Contributed by James Demmel, Deaglan Halligan, Yozo Hida and -- */
/*     -- Jason Riedy of Univ. of California Berkeley.                 -- */
/*     -- November 2008                                                -- */

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

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

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

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

/*     If requested, both normwise and maximum componentwise error bounds */
/*     are returned. DGBSVXX 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. */

/*     DGBSVXX 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 */
/*     DGBSVXX 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 DGBSVXX would itself produce. */

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

/*     The following steps are performed: */

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

/*       TRANS = 'N':  diag(R)*A*diag(C)     *inv(diag(C))*X = diag(R)*B */
/*       TRANS = 'T': (diag(R)*A*diag(C))**T *inv(diag(R))*X = diag(C)*B */
/*       TRANS = 'C': (diag(R)*A*diag(C))**H *inv(diag(R))*X = diag(C)*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(R)*A*diag(C) and B by diag(R)*B (if TRANS='N') */
/*     or diag(C)*B (if TRANS = 'T' or 'C'). */

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

/*       A = P * L * U, */

/*     where P is a permutation matrix, L is a unit lower triangular */
/*     matrix, and U is upper triangular. */

/*     3. If some U(i,i)=0, so that U 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(C) (if TRANS = 'N') or diag(R) (if TRANS = 'T' or 'C') 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 R and C. */
/*               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. */

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

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

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

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

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

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

/*     If FACT = 'F' and EQUED is not 'N', then AB must have been */
/*     equilibrated by the scaling factors in R and/or C.  AB is not */
/*     modified if FACT = 'F' or 'N', or if FACT = 'E' and */
/*     EQUED = 'N' on exit. */

/*     On exit, if EQUED .ne. 'N', A is scaled as follows: */
/*     EQUED = 'R':  A := diag(R) * A */
/*     EQUED = 'C':  A := A * diag(C) */
/*     EQUED = 'B':  A := diag(R) * A * diag(C). */

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

/*     AFB     (input or output) DOUBLE PRECISION array, dimension (LDAFB,N) */
/*     If FACT = 'F', then AFB is an input argument and on entry */
/*     contains details of the LU factorization of the band matrix */
/*     A, as computed by DGBTRF.  U is stored as an upper triangular */
/*     band matrix with KL+KU superdiagonals in rows 1 to KL+KU+1, */
/*     and the multipliers used during the factorization are stored */
/*     in rows KL+KU+2 to 2*KL+KU+1.  If EQUED .ne. 'N', then AFB is */
/*     the factored form of the equilibrated matrix A. */

/*     If FACT = 'N', then AF is an output argument and on exit */
/*     returns the factors L and U from the factorization A = P*L*U */
/*     of the original matrix A. */

/*     If FACT = 'E', then AF is an output argument and on exit */
/*     returns the factors L and U from the factorization A = P*L*U */
/*     of the equilibrated matrix A (see the description of A for */
/*     the form of the equilibrated matrix). */

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

/*     IPIV    (input or output) INTEGER array, dimension (N) */
/*     If FACT = 'F', then IPIV is an input argument and on entry */
/*     contains the pivot indices from the factorization A = P*L*U */
/*     as computed by DGETRF; row i of the matrix was interchanged */
/*     with row IPIV(i). */

/*     If FACT = 'N', then IPIV is an output argument and on exit */
/*     contains the pivot indices from the factorization A = P*L*U */
/*     of the original matrix A. */

/*     If FACT = 'E', then IPIV is an output argument and on exit */
/*     contains the pivot indices from the factorization A = P*L*U */
/*     of the equilibrated matrix A. */

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

/*     R       (input or output) DOUBLE PRECISION array, dimension (N) */
/*     The row scale factors for A.  If EQUED = 'R' or 'B', A is */
/*     multiplied on the left by diag(R); if EQUED = 'N' or 'C', R */
/*     is not accessed.  R is an input argument if FACT = 'F'; */
/*     otherwise, R is an output argument.  If FACT = 'F' and */
/*     EQUED = 'R' or 'B', each element of R must be positive. */
/*     If R is output, each element of R is a power of the radix. */
/*     If R is input, each element of R 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. */

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

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

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

/*     X       (output) DOUBLE PRECISION array, dimension (LDX,NRHS) */
/*     If INFO = 0, the N-by-NRHS solution matrix X to the original */
/*     system of equations.  Note that A and B are modified on exit */
/*     if EQUED .ne. 'N', and the solution to the equilibrated system is */
/*     inv(diag(C))*X if TRANS = 'N' and EQUED = 'C' or 'B', or */
/*     inv(diag(R))*X if TRANS = 'T' or 'C' and EQUED = 'R' or 'B'. */

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

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

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

/*     BERR    (output) DOUBLE PRECISION array, dimension (NRHS) */
/*     Componentwise relative backward error.  This is the */
/*     componentwise relative backward error of each solution vector X(j) */
/*     (i.e., the smallest relative change in any element of A or B that */
/*     makes X(j) an exact solution). */

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

/*     .. 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;
    ab_dim1 = *ldab;
    ab_offset = 1 + ab_dim1;
    ab -= ab_offset;
    afb_dim1 = *ldafb;
    afb_offset = 1 + afb_dim1;
    afb -= afb_offset;
    --ipiv;
    --r__;
    --c__;
    b_dim1 = *ldb;
    b_offset = 1 + b_dim1;
    b -= b_offset;
    x_dim1 = *ldx;
    x_offset = 1 + x_dim1;
    x -= x_offset;
    --berr;
    --params;
    --work;
    --iwork;

    /* Function Body */
    *info = 0;
    nofact = lsame_(fact, "N");
    equil = lsame_(fact, "E");
    notran = lsame_(trans, "N");
    smlnum = dlamch_("Safe minimum");
    bignum = 1. / smlnum;
    if (nofact || equil) {
	*(unsigned char *)equed = 'N';
	rowequ = FALSE_;
	colequ = FALSE_;
    } else {
	rowequ = lsame_(equed, "R") || lsame_(equed, 
		"B");
	colequ = lsame_(equed, "C") || lsame_(equed, 
		"B");
    }

/*     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 DGBRFSX. */

    *rpvgrw = 0.;

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

    if (! nofact && ! equil && ! lsame_(fact, "F")) {
	*info = -1;
    } else if (! notran && ! lsame_(trans, "T") && ! 
	    lsame_(trans, "C")) {
	*info = -2;
    } else if (*n < 0) {
	*info = -3;
    } else if (*kl < 0) {
	*info = -4;
    } else if (*ku < 0) {
	*info = -5;
    } else if (*nrhs < 0) {
	*info = -6;
    } else if (*ldab < *kl + *ku + 1) {
	*info = -8;
    } else if (*ldafb < (*kl << 1) + *ku + 1) {
	*info = -10;
    } else if (lsame_(fact, "F") && ! (rowequ || colequ 
	    || lsame_(equed, "N"))) {
	*info = -12;
    } else {
	if (rowequ) {
	    rcmin = bignum;
	    rcmax = 0.;
	    i__1 = *n;
	    for (j = 1; j <= i__1; ++j) {
/* Computing MIN */
		d__1 = rcmin, d__2 = r__[j];
		rcmin = min(d__1,d__2);
/* Computing MAX */
		d__1 = rcmax, d__2 = r__[j];
		rcmax = max(d__1,d__2);
/* L10: */
	    }
	    if (rcmin <= 0.) {
		*info = -13;
	    } else if (*n > 0) {
		rowcnd = max(rcmin,smlnum) / min(rcmax,bignum);
	    } else {
		rowcnd = 1.;
	    }
	}
	if (colequ && *info == 0) {
	    rcmin = bignum;
	    rcmax = 0.;
	    i__1 = *n;
	    for (j = 1; j <= i__1; ++j) {
/* Computing MIN */
		d__1 = rcmin, d__2 = c__[j];
		rcmin = min(d__1,d__2);
/* Computing MAX */
		d__1 = rcmax, d__2 = c__[j];
		rcmax = max(d__1,d__2);
/* L20: */
	    }
	    if (rcmin <= 0.) {
		*info = -14;
	    } else if (*n > 0) {
		colcnd = max(rcmin,smlnum) / min(rcmax,bignum);
	    } else {
		colcnd = 1.;
	    }
	}
	if (*info == 0) {
	    if (*ldb < max(1,*n)) {
		*info = -15;
	    } else if (*ldx < max(1,*n)) {
		*info = -16;
	    }
	}
    }

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

    if (equil) {

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

	dgbequb_(n, n, kl, ku, &ab[ab_offset], ldab, &r__[1], &c__[1], &
		rowcnd, &colcnd, &amax, &infequ);
	if (infequ == 0) {

/*     Equilibrate the matrix. */

	    dlaqgb_(n, n, kl, ku, &ab[ab_offset], ldab, &r__[1], &c__[1], &
		    rowcnd, &colcnd, &amax, equed);
	    rowequ = lsame_(equed, "R") || lsame_(equed, 
		     "B");
	    colequ = lsame_(equed, "C") || lsame_(equed, 
		     "B");
	}

/*     If the scaling factors are not applied, set them to 1.0. */

	if (! rowequ) {
	    i__1 = *n;
	    for (j = 1; j <= i__1; ++j) {
		r__[j] = 1.;
	    }
	}
	if (! colequ) {
	    i__1 = *n;
	    for (j = 1; j <= i__1; ++j) {
		c__[j] = 1.;
	    }
	}
    }

/*     Scale the right hand side. */

    if (notran) {
	if (rowequ) {
	    dlascl2_(n, nrhs, &r__[1], &b[b_offset], ldb);
	}
    } else {
	if (colequ) {
	    dlascl2_(n, nrhs, &c__[1], &b[b_offset], ldb);
	}
    }

    if (nofact || equil) {

/*        Compute the LU factorization of A. */

	i__1 = *n;
	for (j = 1; j <= i__1; ++j) {
	    i__2 = (*kl << 1) + *ku + 1;
	    for (i__ = *kl + 1; i__ <= i__2; ++i__) {
		afb[i__ + j * afb_dim1] = ab[i__ - *kl + j * ab_dim1];
/* L30: */
	    }
/* L40: */
	}
	dgbtrf_(n, n, kl, ku, &afb[afb_offset], ldafb, &ipiv[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. */

	    *rpvgrw = dla_gbrpvgrw__(n, kl, ku, info, &ab[ab_offset], ldab, &
		    afb[afb_offset], ldafb);
	    return 0;
	}
    }

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

    *rpvgrw = dla_gbrpvgrw__(n, kl, ku, n, &ab[ab_offset], ldab, &afb[
	    afb_offset], ldafb);

/*     Compute the solution matrix X. */

    dlacpy_("Full", n, nrhs, &b[b_offset], ldb, &x[x_offset], ldx);
    dgbtrs_(trans, n, kl, ku, nrhs, &afb[afb_offset], ldafb, &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. */

    dgbrfsx_(trans, equed, n, kl, ku, nrhs, &ab[ab_offset], ldab, &afb[
	    afb_offset], ldafb, &ipiv[1], &r__[1], &c__[1], &b[b_offset], ldb, 
	     &x[x_offset], ldx, rcond, &berr[1], n_err_bnds__, &
	    err_bnds_norm__[err_bnds_norm_offset], &err_bnds_comp__[
	    err_bnds_comp_offset], nparams, &params[1], &work[1], &iwork[1], 
	    info);

/*     Scale solutions. */

    if (colequ && notran) {
	dlascl2_(n, nrhs, &c__[1], &x[x_offset], ldx);
    } else if (rowequ && ! notran) {
	dlascl2_(n, nrhs, &r__[1], &x[x_offset], ldx);
    }

    return 0;

/*     End of DGBSVXX */

} /* dgbsvxx_ */
Exemplo n.º 7
0
int
BandArpackSolver::solve(int numModes, bool generalized, bool findSmallest)
{
  if (generalized == false) {
    opserr << "BandArpackSolver::solve(int numMode, bool generalized) - only solves generalized problem\n";
    return -1;
  }

    if (theSOE == 0) {
	opserr << "WARNING BandGenLinLapackSolver::solve(void)- ";
	opserr << " No LinearSOE object has been set\n";
	return -1;
    }

    int n = theSOE->size;    
    
    // check iPiv is large enough
    if (iPivSize < n) {
	opserr << "WARNING BandGenLinLapackSolver::solve(void)- ";
	opserr << " iPiv not large enough - has setSize() been called?\n";
	return -1;
    }	    

    // set some variables
    int kl = theSOE->numSubD;
    int ku = theSOE->numSuperD;
    int ldA = 2*kl + ku +1;
    int nrhs = 1;
    int ldB = n;
    int info;
    double *Aptr = theSOE->A;
    int    *iPIV = iPiv;

    int nev = numModes;;
    int ncv = getNCV(n, nev);

    // set up the space for ARPACK functions.
    // this is done each time method is called!! .. this needs to be cleaned up
    int ldv = n;
    int lworkl = ncv*ncv + 8*ncv;
    double *v = new double[ldv * ncv];
    double *workl = new double[lworkl + 1];
    double *workd = new double[3 * n + 1];
    double *d = new double[nev];
    double *z= new double[n * nev];
    double *resid = new double[n];
    int *iparam = new int[11];
    int *ipntr = new int[11];
    logical *select = new logical[ncv];

    static char which[3]; 
    if (findSmallest == true) {
      strcpy(which, "LM");
    }  else {
      strcpy(which, "SM");
    }

    char bmat = 'G';
    char howmy = 'A';

    // some more variables
    int maxitr, mode;
    double tol = 0.0;
    info = 0;
    maxitr = 1000;
    mode = 3;

    iparam[0] = 1;
    iparam[2] = maxitr;
    iparam[6] = mode; 

    bool rvec = true;

    int ido = 0;

    int ierr = 0;

    // Do the factorization of Matrix (A-dM) here.
#ifdef _WIN32
    DGBTRF(&n, &n, &kl, &ku, Aptr, &ldA, iPiv, &ierr); 
#else
    dgbtrf_(&n, &n, &kl, &ku, Aptr, &ldA, iPiv, &ierr); 
#endif

    if ( ierr != 0 ) {
       opserr << " BandArpackSolver::Error in dgbtrf_ " << endln;
       return -1;
    }

    while (1) { 

#ifdef _WIN32
      unsigned int sizeWhich =2;
      unsigned int sizeBmat =1;
      unsigned int sizeHowmany =1;
      unsigned int sizeOne = 1;
      /*
	DSAUPD(&ido, &bmat, &sizeBmat, &n, which, &sizeWhich, &nev, &tol, resid, 
	&ncv, v, &ldv,
	iparam, ipntr, workd, workl, &lworkl, &info);
      */
      
      DSAUPD(&ido, &bmat, &n, which, &nev, &tol, resid, 
	     &ncv, v, &ldv,
	     iparam, ipntr, workd, workl, &lworkl, &info);
#else

      dsaupd_(&ido, &bmat, &n, which, &nev, &tol, resid, &ncv, v, &ldv,
	      iparam, ipntr, workd, workl, &lworkl, &info);
#endif
      
      if (ido == -1) {

	  myMv(n, &workd[ipntr[0]-1], &workd[ipntr[1]-1]); 
#ifdef _WIN32
	  /*
	  DGBTRS("N", &sizeOne, &n, &kl, &ku, &nrhs, Aptr, &ldA, iPIV, 
		 &workd[ipntr[1] - 1], &ldB, &ierr);
		 */
	  DGBTRS("N", &n, &kl, &ku, &nrhs, Aptr, &ldA, iPIV, 
		 &workd[ipntr[1] - 1], &ldB, &ierr);
#else
	  dgbtrs_("N", &n, &kl, &ku, &nrhs, Aptr, &ldA, iPIV, 
		  &workd[ipntr[1] - 1], &ldB, &ierr);
#endif

	  if (ierr != 0) {
	      opserr << "BandArpackSolver::Error with dgbtrs_ 1" <<endln;
	      exit(0);
	  }
	  continue;
      } else if (ido == 1) {

	//          double ratio = 1.0;
	  myCopy(n, &workd[ipntr[2]-1], &workd[ipntr[1]-1]);

#ifdef _WIN32
	  /*
	  DGBTRS("N", &sizeOne, &n, &kl, &ku, &nrhs, Aptr, &ldA, iPIV, 
		 &workd[ipntr[1] - 1], &ldB, &ierr);
		 */
	  DGBTRS("N", &n, &kl, &ku, &nrhs, Aptr, &ldA, iPIV, 
		 &workd[ipntr[1] - 1], &ldB, &ierr);
#else
	  dgbtrs_("N", &n, &kl, &ku, &nrhs, Aptr, &ldA, iPIV, 
		  &workd[ipntr[1] - 1], &ldB, &ierr);
#endif

	  if (ierr != 0) {
	      opserr << "BandArpackSolver::Error with dgbtrs_ 2" <<endln;
	      exit(0);
	  }
	  continue;
      } else if (ido == 2) {     

	  myMv(n, &workd[ipntr[0]-1], &workd[ipntr[1]-1]);
	  continue;
      }

      break;
    }

    if (info < 0) {
      opserr << "BandArpackSolver::Error with _saupd info = " << info << endln;
      switch(info) {

         case -1: 
	   opserr << "N must be positive.\n";
	   break;
         case -2: 
	   opserr << "NEV must be positive.\n";
	   break;
         case -3: 
	   opserr << "NCV must be greater than NEV and less than or equal to N.\n";
	   break;
         case -4:
	   opserr << "The maximum number of Arnoldi update iterations allowed";
	   break;
         case -5: 
	   opserr << "WHICH must be one of 'LM', 'SM', 'LA', 'SA' or 'BE'.\n";
	   break;
         case -6: 
	   opserr << "BMAT must be one of 'I' or 'G'.\n";
	   break;
         case -7: 
	   opserr << "Length of private work array WORKL is not sufficient.\n";
	   break;
         case -8: 
	   opserr << "Error return from trid. eigenvalue calculation";
	   opserr << "Informatinal error from LAPACK routine dsteqr.\n";
	   break;
         case -9: 
	   opserr << "Starting vector is zero.\n";
	   break;
         case -10: 
	   opserr << "IPARAM(7) must be 1,2,3,4,5.\n";
	   break;
         case -11: 
	   opserr << "IPARAM(7) = 1 and BMAT = 'G' are incompatable.\n";
	   break;
         case -12: 
	   opserr << "IPARAM(1) must be equal to 0 or 1.\n";
	   break;
         case -13:
	   opserr << "NEV and WHICH = 'BE' are incompatable.\n";
	   break;
         case -9999:
	   opserr << "Could not build an Arnoldi factorization.";
	   opserr << "IPARAM(5) returns the size of the current Arnoldi\n";
	   opserr << "factorization. The user is advised to check that";
	   opserr << "enough workspace and array storage has been allocated.\n";
	   break;
         default:
	   opserr << "unrecognised return value\n";
      }

      // clean up the memory
      delete [] workl;
      delete [] workd;
      delete [] resid;
      delete [] iparam;
      delete [] v;
      delete [] select;
      delete [] ipntr;
      delete [] d;
      delete [] z;

      value = 0;
      eigenvector = 0;
		
      return info;
    } else {
        if (info == 1) {
	  opserr << "BandArpackSolver::Maximum number of iteration reached." << endln;
	} else if (info == 3) {
	  opserr << "BandArpackSolver::No Shifts could be applied during implicit,";
	  opserr << "Arnoldi update, try increasing NCV." << endln;
	}

	double sigma = theSOE->shift;
	if (iparam[4] > 0) {
	    rvec = true;
	    n = theSOE->size;    
	    ldv = n;

#ifdef _WIN32
	    unsigned int sizeWhich =2;
	    unsigned int sizeBmat =1;
	    unsigned int sizeHowmany =1;
		/*
	    DSEUPD(&rvec, &howmy, &sizeHowmany, select, d, z, &ldv, &sigma, &bmat,
		   &sizeBmat, &n, which, &sizeWhich,
		   &nev, &tol, resid, &ncv, v, &ldv, iparam, ipntr, workd,
		   workl, &lworkl, &info);
		   */
		DSEUPD(&rvec, &howmy, select, d, z, &ldv, &sigma, &bmat, &n, which,
		   &nev, &tol, resid, &ncv, v, &ldv, iparam, ipntr, workd,
		   workl, &lworkl, &info);
#else
	    dseupd_(&rvec, &howmy, select, d, z, &ldv, &sigma, &bmat, &n, which,
		    &nev, &tol, resid, &ncv, v, &ldv, iparam, ipntr, workd,
		    workl, &lworkl, &info);
#endif
	    if (info != 0) {
	        opserr << "BandArpackSolver::Error with dseupd_" << info;
		switch(info) {

		case -1: 
		   opserr << " N must be positive.\n";
		   break;
		case -2: 
		   opserr << " NEV must be positive.\n";
		   break;
		case -3: 
		   opserr << " NCV must be greater than NEV and less than or equal to N.\n";
		   break;
		case -5: 
		   opserr << " WHICH must be one of 'LM', 'SM', 'LA', 'SA' or 'BE'.\n";
		   break;
		case -6: 
                   opserr << " BMAT must be one of 'I' or 'G'.\n";
		   break;
		case -7: 
		   opserr << " Length of private work WORKL array is not sufficient.\n";
		   break;
		case -8: 
                   opserr << " Error return from trid. eigenvalue calculation";
		   opserr << "Information error from LAPACK routine dsteqr.\n";
		   break;
		case -9: 
                   opserr << " Starting vector is zero.\n";
		   break;
		case -10: 
                   opserr << " IPARAM(7) must be 1,2,3,4,5.\n";
		   break;
		case -11: 
                   opserr << " IPARAM(7) = 1 and BMAT = 'G' are incompatibl\n";
		   break;
		case -12: 
		   opserr << " NEV and WHICH = 'BE' are incompatible.\n";
		   break;
		case -14: 
		   opserr << " DSAUPD did not find any eigenvalues to sufficient accuracy.\n";
		   break;
		case -15: 
		   opserr << " HOWMNY must be one of 'A' or 'S' if RVEC = .true.\n";
		   break;
		case -16: 
		   opserr << " HOWMNY = 'S' not yet implemented\n";
		   break;
		default:
		  ;
		}

		// clean up the memory
		delete [] workl;
		delete [] workd;
		delete [] resid;
		delete [] iparam;
		delete [] v;
		delete [] select;
		delete [] ipntr;
		delete [] d;
		delete [] z;

		value = 0;
		eigenvector = 0;

		return info;

	    }
	}
    }


    value = d;
    eigenvector = z;

    theSOE->factored = true;

    // clean up the memory
    delete [] workl;
    delete [] workd;
    delete [] resid;
    delete [] iparam;
    delete [] v;
    delete [] select;
    delete [] ipntr;

    return 0;
}
Exemplo n.º 8
0
doublereal dla_gbrcond__(char *trans, integer *n, integer *kl, integer *ku, 
	doublereal *ab, integer *ldab, doublereal *afb, integer *ldafb, 
	integer *ipiv, integer *cmode, doublereal *c__, integer *info, 
	doublereal *work, integer *iwork, ftnlen trans_len)
{
    /* System generated locals */
    integer ab_dim1, ab_offset, afb_dim1, afb_offset, i__1, i__2, i__3, i__4;
    doublereal ret_val, d__1;

    /* Local variables */
    integer i__, j, kd, ke;
    doublereal tmp;
    integer kase;
    integer isave[3];
    doublereal ainvnm;
    logical notrans;

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

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

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

/*     DLA_GERCOND Estimates the Skeel condition number of  op(A) * op2(C) */
/*     where op2 is determined by CMODE as follows */
/*     CMODE =  1    op2(C) = C */
/*     CMODE =  0    op2(C) = I */
/*     CMODE = -1    op2(C) = inv(C) */
/*     The Skeel condition number  cond(A) = norminf( |inv(A)||A| ) */
/*     is computed by computing scaling factors R such that */
/*     diag(R)*A*op2(C) is row equilibrated and computing the standard */
/*     infinity-norm condition number. */

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

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

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

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

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

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

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

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

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

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

/*     CMODE   (input) INTEGER */
/*     Determines op2(C) in the formula op(A) * op2(C) as follows: */
/*     CMODE =  1    op2(C) = C */
/*     CMODE =  0    op2(C) = I */
/*     CMODE = -1    op2(C) = inv(C) */

/*     C       (input) DOUBLE PRECISION array, dimension (N) */
/*     The vector C in the formula op(A) * op2(C). */

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

/*     WORK    (input) DOUBLE PRECISION array, dimension (5*N). */
/*     Workspace. */

/*     IWORK   (input) INTEGER array, dimension (N). */
/*     Workspace. */

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

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

    /* Function Body */
    ret_val = 0.;

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

/*     Compute the equilibration matrix R such that */
/*     inv(R)*A*C has unit 1-norm. */

    kd = *ku + 1;
    ke = *kl + 1;
    if (notrans) {
	i__1 = *n;
	for (i__ = 1; i__ <= i__1; ++i__) {
	    tmp = 0.;
	    if (*cmode == 1) {
/* Computing MAX */
		i__2 = i__ - *kl;
/* Computing MIN */
		i__4 = i__ + *ku;
		i__3 = min(i__4,*n);
		for (j = max(i__2,1); j <= i__3; ++j) {
		    tmp += (d__1 = ab[kd + i__ - j + j * ab_dim1] * c__[j], 
			    abs(d__1));
		}
	    } else if (*cmode == 0) {
/* Computing MAX */
		i__3 = i__ - *kl;
/* Computing MIN */
		i__4 = i__ + *ku;
		i__2 = min(i__4,*n);
		for (j = max(i__3,1); j <= i__2; ++j) {
		    tmp += (d__1 = ab[kd + i__ - j + j * ab_dim1], abs(d__1));
		}
	    } else {
/* Computing MAX */
		i__2 = i__ - *kl;
/* Computing MIN */
		i__4 = i__ + *ku;
		i__3 = min(i__4,*n);
		for (j = max(i__2,1); j <= i__3; ++j) {
		    tmp += (d__1 = ab[kd + i__ - j + j * ab_dim1] / c__[j], 
			    abs(d__1));
		}
	    }
	    work[(*n << 1) + i__] = tmp;
	}
    } else {
	i__1 = *n;
	for (i__ = 1; i__ <= i__1; ++i__) {
	    tmp = 0.;
	    if (*cmode == 1) {
/* Computing MAX */
		i__3 = i__ - *kl;
/* Computing MIN */
		i__4 = i__ + *ku;
		i__2 = min(i__4,*n);
		for (j = max(i__3,1); j <= i__2; ++j) {
		    tmp += (d__1 = ab[ke - i__ + j + i__ * ab_dim1] * c__[j], 
			    abs(d__1));
		}
	    } else if (*cmode == 0) {
/* Computing MAX */
		i__2 = i__ - *kl;
/* Computing MIN */
		i__4 = i__ + *ku;
		i__3 = min(i__4,*n);
		for (j = max(i__2,1); j <= i__3; ++j) {
		    tmp += (d__1 = ab[ke - i__ + j + i__ * ab_dim1], abs(d__1)
			    );
		}
	    } else {
/* Computing MAX */
		i__3 = i__ - *kl;
/* Computing MIN */
		i__4 = i__ + *ku;
		i__2 = min(i__4,*n);
		for (j = max(i__3,1); j <= i__2; ++j) {
		    tmp += (d__1 = ab[ke - i__ + j + i__ * ab_dim1] / c__[j], 
			    abs(d__1));
		}
	    }
	    work[(*n << 1) + i__] = tmp;
	}
    }

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

    ainvnm = 0.;
    kase = 0;
L10:
    dlacn2_(n, &work[*n + 1], &work[1], &iwork[1], &ainvnm, &kase, isave);
    if (kase != 0) {
	if (kase == 2) {

/*           Multiply by R. */

	    i__1 = *n;
	    for (i__ = 1; i__ <= i__1; ++i__) {
		work[i__] *= work[(*n << 1) + i__];
	    }
	    if (notrans) {
		dgbtrs_("No transpose", n, kl, ku, &c__1, &afb[afb_offset], 
			ldafb, &ipiv[1], &work[1], n, info);
	    } else {
		dgbtrs_("Transpose", n, kl, ku, &c__1, &afb[afb_offset], 
			ldafb, &ipiv[1], &work[1], n, info);
	    }

/*           Multiply by inv(C). */

	    if (*cmode == 1) {
		i__1 = *n;
		for (i__ = 1; i__ <= i__1; ++i__) {
		    work[i__] /= c__[i__];
		}
	    } else if (*cmode == -1) {
		i__1 = *n;
		for (i__ = 1; i__ <= i__1; ++i__) {
		    work[i__] *= c__[i__];
		}
	    }
	} else {

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

	    if (*cmode == 1) {
		i__1 = *n;
		for (i__ = 1; i__ <= i__1; ++i__) {
		    work[i__] /= c__[i__];
		}
	    } else if (*cmode == -1) {
		i__1 = *n;
		for (i__ = 1; i__ <= i__1; ++i__) {
		    work[i__] *= c__[i__];
		}
	    }
	    if (notrans) {
		dgbtrs_("Transpose", n, kl, ku, &c__1, &afb[afb_offset], 
			ldafb, &ipiv[1], &work[1], n, info);
	    } else {
		dgbtrs_("No transpose", n, kl, ku, &c__1, &afb[afb_offset], 
			ldafb, &ipiv[1], &work[1], n, info);
	    }

/*           Multiply by R. */

	    i__1 = *n;
	    for (i__ = 1; i__ <= i__1; ++i__) {
		work[i__] *= work[(*n << 1) + i__];
	    }
	}
	goto L10;
    }

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

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

    return ret_val;

} /* dla_gbrcond__ */
Exemplo n.º 9
0
/* Subroutine */ int dgbrfs_(char *trans, integer *n, integer *kl, integer *
	ku, integer *nrhs, doublereal *ab, integer *ldab, doublereal *afb, 
	integer *ldafb, integer *ipiv, doublereal *b, integer *ldb, 
	doublereal *x, integer *ldx, doublereal *ferr, doublereal *berr, 
	doublereal *work, integer *iwork, 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   
    =======   

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

    Arguments   
    =========   

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

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

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

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

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

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

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

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

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

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

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

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

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

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

    FERR    (output) DOUBLE PRECISION array, dimension (NRHS)   
            The estimated forward error bound for each solution vector   
            X(j) (the j-th column of the solution matrix X).   
            If XTRUE is the true solution corresponding to X(j), FERR(j)   
            is an estimated upper bound for the magnitude of the largest   
            element in (X(j) - XTRUE) divided by the magnitude of the   
            largest element in X(j).  The estimate is as reliable as   
            the estimate for RCOND, and is almost always a slight   
            overestimate of the true error.   

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

    WORK    (workspace) DOUBLE PRECISION array, dimension (3*N)   

    IWORK   (workspace) INTEGER array, dimension (N)   

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

    Internal Parameters   
    ===================   

    ITMAX is the maximum number of steps of iterative refinement.   

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


       Test the input parameters.   

       Parameter adjustments */
    /* Table of constant values */
    static integer c__1 = 1;
    static doublereal c_b15 = -1.;
    static doublereal c_b17 = 1.;
    
    /* System generated locals */
    integer ab_dim1, ab_offset, afb_dim1, afb_offset, b_dim1, b_offset, 
	    x_dim1, x_offset, i__1, i__2, i__3, i__4, i__5, i__6, i__7;
    doublereal d__1, d__2, d__3;
    /* Local variables */
    static integer kase;
    static doublereal safe1, safe2;
    static integer i__, j, k;
    static doublereal s;
    extern /* Subroutine */ int dgbmv_(char *, integer *, integer *, integer *
	    , integer *, doublereal *, doublereal *, integer *, doublereal *, 
	    integer *, doublereal *, doublereal *, integer *);
    extern logical lsame_(char *, char *);
    extern /* Subroutine */ int dcopy_(integer *, doublereal *, integer *, 
	    doublereal *, integer *), daxpy_(integer *, doublereal *, 
	    doublereal *, integer *, doublereal *, integer *);
    static integer count, kk;
    extern doublereal dlamch_(char *);
    extern /* Subroutine */ int dlacon_(integer *, doublereal *, doublereal *,
	     integer *, doublereal *, integer *);
    static doublereal xk;
    static integer nz;
    static doublereal safmin;
    extern /* Subroutine */ int xerbla_(char *, integer *), dgbtrs_(
	    char *, integer *, integer *, integer *, integer *, doublereal *, 
	    integer *, integer *, doublereal *, integer *, integer *);
    static logical notran;
    static char transt[1];
    static doublereal lstres, eps;
#define b_ref(a_1,a_2) b[(a_2)*b_dim1 + a_1]
#define x_ref(a_1,a_2) x[(a_2)*x_dim1 + a_1]
#define ab_ref(a_1,a_2) ab[(a_2)*ab_dim1 + a_1]


    ab_dim1 = *ldab;
    ab_offset = 1 + ab_dim1 * 1;
    ab -= ab_offset;
    afb_dim1 = *ldafb;
    afb_offset = 1 + afb_dim1 * 1;
    afb -= afb_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;
    --iwork;

    /* Function Body */
    *info = 0;
    notran = lsame_(trans, "N");
    if (! notran && ! lsame_(trans, "T") && ! lsame_(
	    trans, "C")) {
	*info = -1;
    } else if (*n < 0) {
	*info = -2;
    } else if (*kl < 0) {
	*info = -3;
    } else if (*ku < 0) {
	*info = -4;
    } else if (*nrhs < 0) {
	*info = -5;
    } else if (*ldab < *kl + *ku + 1) {
	*info = -7;
    } else if (*ldafb < (*kl << 1) + *ku + 1) {
	*info = -9;
    } else if (*ldb < max(1,*n)) {
	*info = -12;
    } else if (*ldx < max(1,*n)) {
	*info = -14;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("DGBRFS", &i__1);
	return 0;
    }

/*     Quick return if possible */

    if (*n == 0 || *nrhs == 0) {
	i__1 = *nrhs;
	for (j = 1; j <= i__1; ++j) {
	    ferr[j] = 0.;
	    berr[j] = 0.;
/* L10: */
	}
	return 0;
    }

    if (notran) {
	*(unsigned char *)transt = 'T';
    } else {
	*(unsigned char *)transt = 'N';
    }

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

   Computing MIN */
    i__1 = *kl + *ku + 2, i__2 = *n + 1;
    nz = min(i__1,i__2);
    eps = dlamch_("Epsilon");
    safmin = dlamch_("Safe minimum");
    safe1 = nz * safmin;
    safe2 = safe1 / eps;

/*     Do for each right hand side */

    i__1 = *nrhs;
    for (j = 1; j <= i__1; ++j) {

	count = 1;
	lstres = 3.;
L20:

/*        Loop until stopping criterion is satisfied.   

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

	dcopy_(n, &b_ref(1, j), &c__1, &work[*n + 1], &c__1);
	dgbmv_(trans, n, n, kl, ku, &c_b15, &ab[ab_offset], ldab, &x_ref(1, j)
		, &c__1, &c_b17, &work[*n + 1], &c__1);

/*        Compute componentwise relative backward error from formula   

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

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

	i__2 = *n;
	for (i__ = 1; i__ <= i__2; ++i__) {
	    work[i__] = (d__1 = b_ref(i__, j), abs(d__1));
/* L30: */
	}

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

	if (notran) {
	    i__2 = *n;
	    for (k = 1; k <= i__2; ++k) {
		kk = *ku + 1 - k;
		xk = (d__1 = x_ref(k, j), abs(d__1));
/* Computing MAX */
		i__3 = 1, i__4 = k - *ku;
/* Computing MIN */
		i__6 = *n, i__7 = k + *kl;
		i__5 = min(i__6,i__7);
		for (i__ = max(i__3,i__4); i__ <= i__5; ++i__) {
		    work[i__] += (d__1 = ab_ref(kk + i__, k), abs(d__1)) * xk;
/* L40: */
		}
/* L50: */
	    }
	} else {
	    i__2 = *n;
	    for (k = 1; k <= i__2; ++k) {
		s = 0.;
		kk = *ku + 1 - k;
/* Computing MAX */
		i__5 = 1, i__3 = k - *ku;
/* Computing MIN */
		i__6 = *n, i__7 = k + *kl;
		i__4 = min(i__6,i__7);
		for (i__ = max(i__5,i__3); i__ <= i__4; ++i__) {
		    s += (d__1 = ab_ref(kk + i__, k), abs(d__1)) * (d__2 = 
			    x_ref(i__, j), abs(d__2));
/* L60: */
		}
		work[k] += s;
/* L70: */
	    }
	}
	s = 0.;
	i__2 = *n;
	for (i__ = 1; i__ <= i__2; ++i__) {
	    if (work[i__] > safe2) {
/* Computing MAX */
		d__2 = s, d__3 = (d__1 = work[*n + i__], abs(d__1)) / work[
			i__];
		s = max(d__2,d__3);
	    } else {
/* Computing MAX */
		d__2 = s, d__3 = ((d__1 = work[*n + i__], abs(d__1)) + safe1) 
			/ (work[i__] + safe1);
		s = max(d__2,d__3);
	    }
/* L80: */
	}
	berr[j] = s;

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

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

/*           Update solution and try again. */

	    dgbtrs_(trans, n, kl, ku, &c__1, &afb[afb_offset], ldafb, &ipiv[1]
		    , &work[*n + 1], n, info);
	    daxpy_(n, &c_b17, &work[*n + 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(op(A)))*   
             ( abs(R) + NZ*EPS*( abs(op(A))*abs(X)+abs(B) ))) / norm(X)   

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

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

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

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

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

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

		dgbtrs_(transt, n, kl, ku, &c__1, &afb[afb_offset], ldafb, &
			ipiv[1], &work[*n + 1], n, info);
		i__2 = *n;
		for (i__ = 1; i__ <= i__2; ++i__) {
		    work[*n + i__] *= work[i__];
/* L110: */
		}
	    } else {

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

		i__2 = *n;
		for (i__ = 1; i__ <= i__2; ++i__) {
		    work[*n + i__] *= work[i__];
/* L120: */
		}
		dgbtrs_(trans, n, kl, ku, &c__1, &afb[afb_offset], ldafb, &
			ipiv[1], &work[*n + 1], n, info);
	    }
	    goto L100;
	}

/*        Normalize error. */

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

/* L140: */
    }

    return 0;

/*     End of DGBRFS */

} /* dgbrfs_ */
Exemplo n.º 10
0
int
BandGenLinLapackSolver::solve(void)
{
    if (theSOE == 0) {
	opserr << "WARNING BandGenLinLapackSolver::solve(void)- ";
	opserr << " No LinearSOE object has been set\n";
	return -1;
    }

    int n = theSOE->size;    
    // check iPiv is large enough
    if (iPivSize < n) {
	opserr << "WARNING BandGenLinLapackSolver::solve(void)- ";
	opserr << " iPiv not large enough - has setSize() been called?\n";
	return -1;
    }	    

    int kl = theSOE->numSubD;
    int ku = theSOE->numSuperD;
    int ldA = 2*kl + ku +1;
    int nrhs = 1;
    int ldB = n;
    int info;
    double *Aptr = theSOE->A;
    double *Xptr = theSOE->X;
    double *Bptr = theSOE->B;
    int    *iPIV = iPiv;
    
    // first copy B into X
    for (int i=0; i<n; i++) {
	*(Xptr++) = *(Bptr++);
    }
    Xptr = theSOE->X;

    // now solve AX = B

#ifdef _WIN32
    {if (theSOE->factored == false)  
	// factor and solve 
	DGBSV(&n,&kl,&ku,&nrhs,Aptr,&ldA,iPIV,Xptr,&ldB,&info);	
    else  {
	// solve only using factored matrix
	unsigned int sizeC = 1;
	//DGBTRS("N", &sizeC, &n,&kl,&ku,&nrhs,Aptr,&ldA,iPIV,Xptr,&ldB,&info);
	DGBTRS("N", &n,&kl,&ku,&nrhs,Aptr,&ldA,iPIV,Xptr,&ldB,&info);
    }}
#else
    {if (theSOE->factored == false)      
	// factor and solve 	
	dgbsv_(&n,&kl,&ku,&nrhs,Aptr,&ldA,iPIV,Xptr,&ldB,&info);
    else
	// solve only using factored matrix	
	dgbtrs_("N",&n,&kl,&ku,&nrhs,Aptr,&ldA,iPIV,Xptr,&ldB,&info);
    }
#endif
    // check if successfull
    if (info != 0) {
	opserr << "WARNING BandGenLinLapackSolver::solve() -";
	opserr << "LAPACK routine returned " << info << endln;
	return -info;
    }

    theSOE->factored = true;
    return 0;
}
Exemplo n.º 11
0
/* Subroutine */ int dgbsv_(integer *n, integer *kl, integer *ku, integer *
	nrhs, doublereal *ab, integer *ldab, integer *ipiv, doublereal *b, 
	integer *ldb, integer *info)
{
/*  -- LAPACK driver routine (version 2.0) --   
       Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,   
       Courant Institute, Argonne National Lab, and Rice University   
       March 31, 1993   


    Purpose   
    =======   

    DGBSV computes the solution to a real system of linear equations   
    A * X = B, where A is a band matrix of order N with KL subdiagonals   
    and KU superdiagonals, and X and B are N-by-NRHS matrices.   

    The LU decomposition with partial pivoting and row interchanges is   
    used to factor A as A = L * U, where L is a product of permutation   
    and unit lower triangular matrices with KL subdiagonals, and U is   
    upper triangular with KL+KU superdiagonals.  The factored form of A   
    is then used to solve the system of equations A * X = B.   

    Arguments   
    =========   

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

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

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

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

    AB      (input/output) DOUBLE PRECISION array, dimension (LDAB,N)   
            On entry, the matrix A in band storage, in rows KL+1 to   
            2*KL+KU+1; rows 1 to KL of the array need not be set.   
            The j-th column of A is stored in the j-th column of the   
            array AB as follows:   
            AB(KL+KU+1+i-j,j) = A(i,j) for max(1,j-KU)<=i<=min(N,j+KL)   
            On exit, details of the factorization: U is stored as an   
            upper triangular band matrix with KL+KU superdiagonals in   
            rows 1 to KL+KU+1, and the multipliers used during the   
            factorization are stored in rows KL+KU+2 to 2*KL+KU+1.   
            See below for further details.   

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

    IPIV    (output) INTEGER array, dimension (N)   
            The pivot indices that define the permutation matrix P;   
            row i of the matrix was interchanged with row IPIV(i).   

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

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

    INFO    (output) INTEGER   
            = 0:  successful exit   
            < 0:  if INFO = -i, the i-th argument had an illegal value   
            > 0:  if INFO = i, U(i,i) is exactly zero.  The factorization 
  
                  has been completed, but the factor U is exactly   
                  singular, and the solution has not been computed.   

    Further Details   
    ===============   

    The band storage scheme is illustrated by the following example, when 
  
    M = N = 6, KL = 2, KU = 1:   

    On entry:                       On exit:   

        *    *    *    +    +    +       *    *    *   u14  u25  u36   
        *    *    +    +    +    +       *    *   u13  u24  u35  u46   
        *   a12  a23  a34  a45  a56      *   u12  u23  u34  u45  u56   
       a11  a22  a33  a44  a55  a66     u11  u22  u33  u44  u55  u66   
       a21  a32  a43  a54  a65   *      m21  m32  m43  m54  m65   *   
       a31  a42  a53  a64   *    *      m31  m42  m53  m64   *    *   

    VISArray elements marked * are not used by the routine; elements marked 
  
    + need not be set on entry, but are required by the routine to store 
  
    elements of U because of fill-in resulting from the row interchanges. 
  

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


       Test the input parameters.   

    
   Parameter adjustments   
       Function Body */
    /* System generated locals */
    integer ab_dim1, ab_offset, b_dim1, b_offset, i__1;
    /* Local variables */
    extern /* Subroutine */ int dgbtrf_(integer *, integer *, integer *, 
	    integer *, doublereal *, integer *, integer *, integer *), 
	    xerbla_(char *, integer *), dgbtrs_(char *, integer *, 
	    integer *, integer *, integer *, doublereal *, integer *, integer 
	    *, doublereal *, integer *, integer *);


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

#define AB(I,J) ab[(I)-1 + ((J)-1)* ( *ldab)]
#define B(I,J) b[(I)-1 + ((J)-1)* ( *ldb)]

    *info = 0;
    if (*n < 0) {
	*info = -1;
    } else if (*kl < 0) {
	*info = -2;
    } else if (*ku < 0) {
	*info = -3;
    } else if (*nrhs < 0) {
	*info = -4;
    } else if (*ldab < (*kl << 1) + *ku + 1) {
	*info = -6;
    } else if (*ldb < max(*n,1)) {
	*info = -9;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("DGBSV ", &i__1);
	return 0;
    }

/*     Compute the LU factorization of the band matrix A. */

    dgbtrf_(n, n, kl, ku, &AB(1,1), ldab, &IPIV(1), info);
    if (*info == 0) {

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

	dgbtrs_("No transpose", n, kl, ku, nrhs, &AB(1,1), ldab, &IPIV(
		1), &B(1,1), ldb, info);
    }
    return 0;

/*     End of DGBSV */

} /* dgbsv_ */