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- /* dtbrfs.f -- translated by f2c (version 20061008).
- You must link the resulting object file with libf2c:
- on Microsoft Windows system, link with libf2c.lib;
- on Linux or Unix systems, link with .../path/to/libf2c.a -lm
- or, if you install libf2c.a in a standard place, with -lf2c -lm
- -- in that order, at the end of the command line, as in
- cc *.o -lf2c -lm
- Source for libf2c is in /netlib/f2c/libf2c.zip, e.g.,
- http://www.netlib.org/f2c/libf2c.zip
- */
- #include "f2c.h"
- #include "blaswrap.h"
- /* Table of constant values */
- static integer c__1 = 1;
- static doublereal c_b19 = -1.;
- /* Subroutine */ int dtbrfs_(char *uplo, char *trans, char *diag, integer *n,
- integer *kd, integer *nrhs, doublereal *ab, integer *ldab, doublereal
- *b, integer *ldb, doublereal *x, integer *ldx, doublereal *ferr,
- doublereal *berr, doublereal *work, integer *iwork, integer *info)
- {
- /* System generated locals */
- integer ab_dim1, ab_offset, b_dim1, b_offset, x_dim1, x_offset, i__1,
- i__2, i__3, i__4, i__5;
- doublereal d__1, d__2, d__3;
- /* Local variables */
- integer i__, j, k;
- doublereal s, xk;
- integer nz;
- doublereal eps;
- integer kase;
- doublereal safe1, safe2;
- extern logical lsame_(char *, char *);
- integer isave[3];
- extern /* Subroutine */ int dtbmv_(char *, char *, char *, integer *,
- integer *, doublereal *, integer *, doublereal *, integer *), dcopy_(integer *, doublereal *, integer *
- , doublereal *, integer *), dtbsv_(char *, char *, char *,
- integer *, integer *, doublereal *, integer *, doublereal *,
- integer *), daxpy_(integer *, doublereal *
- , doublereal *, integer *, doublereal *, integer *);
- logical upper;
- extern /* Subroutine */ int dlacn2_(integer *, doublereal *, doublereal *,
- integer *, doublereal *, integer *, integer *);
- extern doublereal dlamch_(char *);
- doublereal safmin;
- extern /* Subroutine */ int xerbla_(char *, integer *);
- logical notran;
- char transt[1];
- logical nounit;
- doublereal lstres;
- /* -- LAPACK routine (version 3.2) -- */
- /* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
- /* November 2006 */
- /* Modified to call DLACN2 in place of DLACON, 5 Feb 03, SJH. */
- /* .. Scalar Arguments .. */
- /* .. */
- /* .. Array Arguments .. */
- /* .. */
- /* Purpose */
- /* ======= */
- /* DTBRFS provides error bounds and backward error estimates for the */
- /* solution to a system of linear equations with a triangular band */
- /* coefficient matrix. */
- /* The solution matrix X must be computed by DTBTRS or some other */
- /* means before entering this routine. DTBRFS does not do iterative */
- /* refinement because doing so cannot improve the backward error. */
- /* Arguments */
- /* ========= */
- /* UPLO (input) CHARACTER*1 */
- /* = 'U': A is upper triangular; */
- /* = 'L': A is lower triangular. */
- /* TRANS (input) CHARACTER*1 */
- /* Specifies the form of the system of equations: */
- /* = 'N': A * X = B (No transpose) */
- /* = 'T': A**T * X = B (Transpose) */
- /* = 'C': A**H * X = B (Conjugate transpose = Transpose) */
- /* DIAG (input) CHARACTER*1 */
- /* = 'N': A is non-unit triangular; */
- /* = 'U': A is unit triangular. */
- /* N (input) INTEGER */
- /* The order of the matrix A. N >= 0. */
- /* KD (input) INTEGER */
- /* The number of superdiagonals or subdiagonals of the */
- /* triangular band matrix A. KD >= 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 upper or lower triangular band matrix A, stored in the */
- /* first kd+1 rows of the array. The j-th column of A is stored */
- /* in the j-th column of the array AB as follows: */
- /* if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j; */
- /* if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd). */
- /* If DIAG = 'U', the diagonal elements of A are not referenced */
- /* and are assumed to be 1. */
- /* LDAB (input) INTEGER */
- /* The leading dimension of the array AB. LDAB >= KD+1. */
- /* 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) DOUBLE PRECISION array, dimension (LDX,NRHS) */
- /* The solution matrix X. */
- /* LDX (input) INTEGER */
- /* The leading dimension of the array X. LDX >= max(1,N). */
- /* FERR (output) DOUBLE PRECISION array, dimension (NRHS) */
- /* The estimated forward error bound for each solution vector */
- /* X(j) (the j-th column of the solution matrix X). */
- /* If XTRUE is the true solution corresponding to X(j), FERR(j) */
- /* is an estimated upper bound for the magnitude of the largest */
- /* element in (X(j) - XTRUE) divided by the magnitude of the */
- /* largest element in X(j). The estimate is as reliable as */
- /* the estimate for RCOND, and is almost always a slight */
- /* overestimate of the true error. */
- /* BERR (output) DOUBLE PRECISION array, dimension (NRHS) */
- /* The componentwise relative backward error of each solution */
- /* vector X(j) (i.e., the smallest relative change in */
- /* any element of A or B that makes X(j) an exact solution). */
- /* WORK (workspace) 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 */
- /* ===================================================================== */
- /* .. Parameters .. */
- /* .. */
- /* .. Local Scalars .. */
- /* .. */
- /* .. Local Arrays .. */
- /* .. */
- /* .. External Subroutines .. */
- /* .. */
- /* .. Intrinsic Functions .. */
- /* .. */
- /* .. External Functions .. */
- /* .. */
- /* .. Executable Statements .. */
- /* Test the input parameters. */
- /* Parameter adjustments */
- ab_dim1 = *ldab;
- ab_offset = 1 + ab_dim1;
- ab -= ab_offset;
- b_dim1 = *ldb;
- b_offset = 1 + b_dim1;
- b -= b_offset;
- x_dim1 = *ldx;
- x_offset = 1 + x_dim1;
- x -= x_offset;
- --ferr;
- --berr;
- --work;
- --iwork;
- /* Function Body */
- *info = 0;
- upper = lsame_(uplo, "U");
- notran = lsame_(trans, "N");
- nounit = lsame_(diag, "N");
- if (! upper && ! lsame_(uplo, "L")) {
- *info = -1;
- } else if (! notran && ! lsame_(trans, "T") && !
- lsame_(trans, "C")) {
- *info = -2;
- } else if (! nounit && ! lsame_(diag, "U")) {
- *info = -3;
- } else if (*n < 0) {
- *info = -4;
- } else if (*kd < 0) {
- *info = -5;
- } else if (*nrhs < 0) {
- *info = -6;
- } else if (*ldab < *kd + 1) {
- *info = -8;
- } else if (*ldb < max(1,*n)) {
- *info = -10;
- } else if (*ldx < max(1,*n)) {
- *info = -12;
- }
- if (*info != 0) {
- i__1 = -(*info);
- xerbla_("DTBRFS", &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 */
- nz = *kd + 2;
- eps = dlamch_("Epsilon");
- safmin = dlamch_("Safe minimum");
- safe1 = nz * safmin;
- safe2 = safe1 / eps;
- /* Do for each right hand side */
- i__1 = *nrhs;
- for (j = 1; j <= i__1; ++j) {
- /* Compute residual R = B - op(A) * X, */
- /* where op(A) = A or A', depending on TRANS. */
- dcopy_(n, &x[j * x_dim1 + 1], &c__1, &work[*n + 1], &c__1);
- dtbmv_(uplo, trans, diag, n, kd, &ab[ab_offset], ldab, &work[*n + 1],
- &c__1);
- daxpy_(n, &c_b19, &b[j * b_dim1 + 1], &c__1, &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[i__ + j * b_dim1], abs(d__1));
- /* L20: */
- }
- if (notran) {
- /* Compute abs(A)*abs(X) + abs(B). */
- if (upper) {
- if (nounit) {
- i__2 = *n;
- for (k = 1; k <= i__2; ++k) {
- xk = (d__1 = x[k + j * x_dim1], abs(d__1));
- /* Computing MAX */
- i__3 = 1, i__4 = k - *kd;
- i__5 = k;
- for (i__ = max(i__3,i__4); i__ <= i__5; ++i__) {
- work[i__] += (d__1 = ab[*kd + 1 + i__ - k + k *
- ab_dim1], abs(d__1)) * xk;
- /* L30: */
- }
- /* L40: */
- }
- } else {
- i__2 = *n;
- for (k = 1; k <= i__2; ++k) {
- xk = (d__1 = x[k + j * x_dim1], abs(d__1));
- /* Computing MAX */
- i__5 = 1, i__3 = k - *kd;
- i__4 = k - 1;
- for (i__ = max(i__5,i__3); i__ <= i__4; ++i__) {
- work[i__] += (d__1 = ab[*kd + 1 + i__ - k + k *
- ab_dim1], abs(d__1)) * xk;
- /* L50: */
- }
- work[k] += xk;
- /* L60: */
- }
- }
- } else {
- if (nounit) {
- i__2 = *n;
- for (k = 1; k <= i__2; ++k) {
- xk = (d__1 = x[k + j * x_dim1], abs(d__1));
- /* Computing MIN */
- i__5 = *n, i__3 = k + *kd;
- i__4 = min(i__5,i__3);
- for (i__ = k; i__ <= i__4; ++i__) {
- work[i__] += (d__1 = ab[i__ + 1 - k + k * ab_dim1]
- , abs(d__1)) * xk;
- /* L70: */
- }
- /* L80: */
- }
- } else {
- i__2 = *n;
- for (k = 1; k <= i__2; ++k) {
- xk = (d__1 = x[k + j * x_dim1], abs(d__1));
- /* Computing MIN */
- i__5 = *n, i__3 = k + *kd;
- i__4 = min(i__5,i__3);
- for (i__ = k + 1; i__ <= i__4; ++i__) {
- work[i__] += (d__1 = ab[i__ + 1 - k + k * ab_dim1]
- , abs(d__1)) * xk;
- /* L90: */
- }
- work[k] += xk;
- /* L100: */
- }
- }
- }
- } else {
- /* Compute abs(A')*abs(X) + abs(B). */
- if (upper) {
- if (nounit) {
- i__2 = *n;
- for (k = 1; k <= i__2; ++k) {
- s = 0.;
- /* Computing MAX */
- i__4 = 1, i__5 = k - *kd;
- i__3 = k;
- for (i__ = max(i__4,i__5); i__ <= i__3; ++i__) {
- s += (d__1 = ab[*kd + 1 + i__ - k + k * ab_dim1],
- abs(d__1)) * (d__2 = x[i__ + j * x_dim1],
- abs(d__2));
- /* L110: */
- }
- work[k] += s;
- /* L120: */
- }
- } else {
- i__2 = *n;
- for (k = 1; k <= i__2; ++k) {
- s = (d__1 = x[k + j * x_dim1], abs(d__1));
- /* Computing MAX */
- i__3 = 1, i__4 = k - *kd;
- i__5 = k - 1;
- for (i__ = max(i__3,i__4); i__ <= i__5; ++i__) {
- s += (d__1 = ab[*kd + 1 + i__ - k + k * ab_dim1],
- abs(d__1)) * (d__2 = x[i__ + j * x_dim1],
- abs(d__2));
- /* L130: */
- }
- work[k] += s;
- /* L140: */
- }
- }
- } else {
- if (nounit) {
- i__2 = *n;
- for (k = 1; k <= i__2; ++k) {
- s = 0.;
- /* Computing MIN */
- i__3 = *n, i__4 = k + *kd;
- i__5 = min(i__3,i__4);
- for (i__ = k; i__ <= i__5; ++i__) {
- s += (d__1 = ab[i__ + 1 - k + k * ab_dim1], abs(
- d__1)) * (d__2 = x[i__ + j * x_dim1], abs(
- d__2));
- /* L150: */
- }
- work[k] += s;
- /* L160: */
- }
- } else {
- i__2 = *n;
- for (k = 1; k <= i__2; ++k) {
- s = (d__1 = x[k + j * x_dim1], abs(d__1));
- /* Computing MIN */
- i__3 = *n, i__4 = k + *kd;
- i__5 = min(i__3,i__4);
- for (i__ = k + 1; i__ <= i__5; ++i__) {
- s += (d__1 = ab[i__ + 1 - k + k * ab_dim1], abs(
- d__1)) * (d__2 = x[i__ + j * x_dim1], abs(
- d__2));
- /* L170: */
- }
- work[k] += s;
- /* L180: */
- }
- }
- }
- }
- 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);
- }
- /* L190: */
- }
- berr[j] = s;
- /* Bound error from formula */
- /* norm(X - XTRUE) / norm(X) .le. FERR = */
- /* norm( abs(inv(op(A)))* */
- /* ( abs(R) + NZ*EPS*( abs(op(A))*abs(X)+abs(B) ))) / norm(X) */
- /* where */
- /* norm(Z) is the magnitude of the largest component of Z */
- /* inv(op(A)) is the inverse of op(A) */
- /* abs(Z) is the componentwise absolute value of the matrix or */
- /* vector Z */
- /* NZ is the maximum number of nonzeros in any row of A, plus 1 */
- /* EPS is machine epsilon */
- /* The i-th component of abs(R)+NZ*EPS*(abs(op(A))*abs(X)+abs(B)) */
- /* is incremented by SAFE1 if the i-th component of */
- /* abs(op(A))*abs(X) + abs(B) is less than SAFE2. */
- /* Use DLACN2 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;
- }
- /* L200: */
- }
- kase = 0;
- L210:
- dlacn2_(n, &work[(*n << 1) + 1], &work[*n + 1], &iwork[1], &ferr[j], &
- kase, isave);
- if (kase != 0) {
- if (kase == 1) {
- /* Multiply by diag(W)*inv(op(A)'). */
- dtbsv_(uplo, transt, diag, n, kd, &ab[ab_offset], ldab, &work[
- *n + 1], &c__1);
- i__2 = *n;
- for (i__ = 1; i__ <= i__2; ++i__) {
- work[*n + i__] = work[i__] * work[*n + i__];
- /* L220: */
- }
- } else {
- /* Multiply by inv(op(A))*diag(W). */
- i__2 = *n;
- for (i__ = 1; i__ <= i__2; ++i__) {
- work[*n + i__] = work[i__] * work[*n + i__];
- /* L230: */
- }
- dtbsv_(uplo, trans, diag, n, kd, &ab[ab_offset], ldab, &work[*
- n + 1], &c__1);
- }
- goto L210;
- }
- /* Normalize error. */
- lstres = 0.;
- i__2 = *n;
- for (i__ = 1; i__ <= i__2; ++i__) {
- /* Computing MAX */
- d__2 = lstres, d__3 = (d__1 = x[i__ + j * x_dim1], abs(d__1));
- lstres = max(d__2,d__3);
- /* L240: */
- }
- if (lstres != 0.) {
- ferr[j] /= lstres;
- }
- /* L250: */
- }
- return 0;
- /* End of DTBRFS */
- } /* dtbrfs_ */
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