dtrrfs.c 14 KB

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  1. /* dtrrfs.f -- translated by f2c (version 20061008).
  2. You must link the resulting object file with libf2c:
  3. on Microsoft Windows system, link with libf2c.lib;
  4. on Linux or Unix systems, link with .../path/to/libf2c.a -lm
  5. or, if you install libf2c.a in a standard place, with -lf2c -lm
  6. -- in that order, at the end of the command line, as in
  7. cc *.o -lf2c -lm
  8. Source for libf2c is in /netlib/f2c/libf2c.zip, e.g.,
  9. http://www.netlib.org/f2c/libf2c.zip
  10. */
  11. #include "f2c.h"
  12. #include "blaswrap.h"
  13. /* Table of constant values */
  14. static integer c__1 = 1;
  15. static doublereal c_b19 = -1.;
  16. /* Subroutine */ int dtrrfs_(char *uplo, char *trans, char *diag, integer *n,
  17. integer *nrhs, doublereal *a, integer *lda, doublereal *b, integer *
  18. ldb, doublereal *x, integer *ldx, doublereal *ferr, doublereal *berr,
  19. doublereal *work, integer *iwork, integer *info)
  20. {
  21. /* System generated locals */
  22. integer a_dim1, a_offset, b_dim1, b_offset, x_dim1, x_offset, i__1, i__2,
  23. i__3;
  24. doublereal d__1, d__2, d__3;
  25. /* Local variables */
  26. integer i__, j, k;
  27. doublereal s, xk;
  28. integer nz;
  29. doublereal eps;
  30. integer kase;
  31. doublereal safe1, safe2;
  32. extern logical lsame_(char *, char *);
  33. integer isave[3];
  34. extern /* Subroutine */ int dcopy_(integer *, doublereal *, integer *,
  35. doublereal *, integer *), daxpy_(integer *, doublereal *,
  36. doublereal *, integer *, doublereal *, integer *);
  37. logical upper;
  38. extern /* Subroutine */ int dtrmv_(char *, char *, char *, integer *,
  39. doublereal *, integer *, doublereal *, integer *), dtrsv_(char *, char *, char *, integer *, doublereal *,
  40. integer *, doublereal *, integer *),
  41. dlacn2_(integer *, doublereal *, doublereal *, integer *,
  42. doublereal *, integer *, integer *);
  43. extern doublereal dlamch_(char *);
  44. doublereal safmin;
  45. extern /* Subroutine */ int xerbla_(char *, integer *);
  46. logical notran;
  47. char transt[1];
  48. logical nounit;
  49. doublereal lstres;
  50. /* -- LAPACK routine (version 3.2) -- */
  51. /* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
  52. /* November 2006 */
  53. /* Modified to call DLACN2 in place of DLACON, 5 Feb 03, SJH. */
  54. /* .. Scalar Arguments .. */
  55. /* .. */
  56. /* .. Array Arguments .. */
  57. /* .. */
  58. /* Purpose */
  59. /* ======= */
  60. /* DTRRFS provides error bounds and backward error estimates for the */
  61. /* solution to a system of linear equations with a triangular */
  62. /* coefficient matrix. */
  63. /* The solution matrix X must be computed by DTRTRS or some other */
  64. /* means before entering this routine. DTRRFS does not do iterative */
  65. /* refinement because doing so cannot improve the backward error. */
  66. /* Arguments */
  67. /* ========= */
  68. /* UPLO (input) CHARACTER*1 */
  69. /* = 'U': A is upper triangular; */
  70. /* = 'L': A is lower triangular. */
  71. /* TRANS (input) CHARACTER*1 */
  72. /* Specifies the form of the system of equations: */
  73. /* = 'N': A * X = B (No transpose) */
  74. /* = 'T': A**T * X = B (Transpose) */
  75. /* = 'C': A**H * X = B (Conjugate transpose = Transpose) */
  76. /* DIAG (input) CHARACTER*1 */
  77. /* = 'N': A is non-unit triangular; */
  78. /* = 'U': A is unit triangular. */
  79. /* N (input) INTEGER */
  80. /* The order of the matrix A. N >= 0. */
  81. /* NRHS (input) INTEGER */
  82. /* The number of right hand sides, i.e., the number of columns */
  83. /* of the matrices B and X. NRHS >= 0. */
  84. /* A (input) DOUBLE PRECISION array, dimension (LDA,N) */
  85. /* The triangular matrix A. If UPLO = 'U', the leading N-by-N */
  86. /* upper triangular part of the array A contains the upper */
  87. /* triangular matrix, and the strictly lower triangular part of */
  88. /* A is not referenced. If UPLO = 'L', the leading N-by-N lower */
  89. /* triangular part of the array A contains the lower triangular */
  90. /* matrix, and the strictly upper triangular part of A is not */
  91. /* referenced. If DIAG = 'U', the diagonal elements of A are */
  92. /* also not referenced and are assumed to be 1. */
  93. /* LDA (input) INTEGER */
  94. /* The leading dimension of the array A. LDA >= max(1,N). */
  95. /* B (input) DOUBLE PRECISION array, dimension (LDB,NRHS) */
  96. /* The right hand side matrix B. */
  97. /* LDB (input) INTEGER */
  98. /* The leading dimension of the array B. LDB >= max(1,N). */
  99. /* X (input) DOUBLE PRECISION array, dimension (LDX,NRHS) */
  100. /* The solution matrix X. */
  101. /* LDX (input) INTEGER */
  102. /* The leading dimension of the array X. LDX >= max(1,N). */
  103. /* FERR (output) DOUBLE PRECISION array, dimension (NRHS) */
  104. /* The estimated forward error bound for each solution vector */
  105. /* X(j) (the j-th column of the solution matrix X). */
  106. /* If XTRUE is the true solution corresponding to X(j), FERR(j) */
  107. /* is an estimated upper bound for the magnitude of the largest */
  108. /* element in (X(j) - XTRUE) divided by the magnitude of the */
  109. /* largest element in X(j). The estimate is as reliable as */
  110. /* the estimate for RCOND, and is almost always a slight */
  111. /* overestimate of the true error. */
  112. /* BERR (output) DOUBLE PRECISION array, dimension (NRHS) */
  113. /* The componentwise relative backward error of each solution */
  114. /* vector X(j) (i.e., the smallest relative change in */
  115. /* any element of A or B that makes X(j) an exact solution). */
  116. /* WORK (workspace) DOUBLE PRECISION array, dimension (3*N) */
  117. /* IWORK (workspace) INTEGER array, dimension (N) */
  118. /* INFO (output) INTEGER */
  119. /* = 0: successful exit */
  120. /* < 0: if INFO = -i, the i-th argument had an illegal value */
  121. /* ===================================================================== */
  122. /* .. Parameters .. */
  123. /* .. */
  124. /* .. Local Scalars .. */
  125. /* .. */
  126. /* .. Local Arrays .. */
  127. /* .. */
  128. /* .. External Subroutines .. */
  129. /* .. */
  130. /* .. Intrinsic Functions .. */
  131. /* .. */
  132. /* .. External Functions .. */
  133. /* .. */
  134. /* .. Executable Statements .. */
  135. /* Test the input parameters. */
  136. /* Parameter adjustments */
  137. a_dim1 = *lda;
  138. a_offset = 1 + a_dim1;
  139. a -= a_offset;
  140. b_dim1 = *ldb;
  141. b_offset = 1 + b_dim1;
  142. b -= b_offset;
  143. x_dim1 = *ldx;
  144. x_offset = 1 + x_dim1;
  145. x -= x_offset;
  146. --ferr;
  147. --berr;
  148. --work;
  149. --iwork;
  150. /* Function Body */
  151. *info = 0;
  152. upper = lsame_(uplo, "U");
  153. notran = lsame_(trans, "N");
  154. nounit = lsame_(diag, "N");
  155. if (! upper && ! lsame_(uplo, "L")) {
  156. *info = -1;
  157. } else if (! notran && ! lsame_(trans, "T") && !
  158. lsame_(trans, "C")) {
  159. *info = -2;
  160. } else if (! nounit && ! lsame_(diag, "U")) {
  161. *info = -3;
  162. } else if (*n < 0) {
  163. *info = -4;
  164. } else if (*nrhs < 0) {
  165. *info = -5;
  166. } else if (*lda < max(1,*n)) {
  167. *info = -7;
  168. } else if (*ldb < max(1,*n)) {
  169. *info = -9;
  170. } else if (*ldx < max(1,*n)) {
  171. *info = -11;
  172. }
  173. if (*info != 0) {
  174. i__1 = -(*info);
  175. xerbla_("DTRRFS", &i__1);
  176. return 0;
  177. }
  178. /* Quick return if possible */
  179. if (*n == 0 || *nrhs == 0) {
  180. i__1 = *nrhs;
  181. for (j = 1; j <= i__1; ++j) {
  182. ferr[j] = 0.;
  183. berr[j] = 0.;
  184. /* L10: */
  185. }
  186. return 0;
  187. }
  188. if (notran) {
  189. *(unsigned char *)transt = 'T';
  190. } else {
  191. *(unsigned char *)transt = 'N';
  192. }
  193. /* NZ = maximum number of nonzero elements in each row of A, plus 1 */
  194. nz = *n + 1;
  195. eps = dlamch_("Epsilon");
  196. safmin = dlamch_("Safe minimum");
  197. safe1 = nz * safmin;
  198. safe2 = safe1 / eps;
  199. /* Do for each right hand side */
  200. i__1 = *nrhs;
  201. for (j = 1; j <= i__1; ++j) {
  202. /* Compute residual R = B - op(A) * X, */
  203. /* where op(A) = A or A', depending on TRANS. */
  204. dcopy_(n, &x[j * x_dim1 + 1], &c__1, &work[*n + 1], &c__1);
  205. dtrmv_(uplo, trans, diag, n, &a[a_offset], lda, &work[*n + 1], &c__1);
  206. daxpy_(n, &c_b19, &b[j * b_dim1 + 1], &c__1, &work[*n + 1], &c__1);
  207. /* Compute componentwise relative backward error from formula */
  208. /* max(i) ( abs(R(i)) / ( abs(op(A))*abs(X) + abs(B) )(i) ) */
  209. /* where abs(Z) is the componentwise absolute value of the matrix */
  210. /* or vector Z. If the i-th component of the denominator is less */
  211. /* than SAFE2, then SAFE1 is added to the i-th components of the */
  212. /* numerator and denominator before dividing. */
  213. i__2 = *n;
  214. for (i__ = 1; i__ <= i__2; ++i__) {
  215. work[i__] = (d__1 = b[i__ + j * b_dim1], abs(d__1));
  216. /* L20: */
  217. }
  218. if (notran) {
  219. /* Compute abs(A)*abs(X) + abs(B). */
  220. if (upper) {
  221. if (nounit) {
  222. i__2 = *n;
  223. for (k = 1; k <= i__2; ++k) {
  224. xk = (d__1 = x[k + j * x_dim1], abs(d__1));
  225. i__3 = k;
  226. for (i__ = 1; i__ <= i__3; ++i__) {
  227. work[i__] += (d__1 = a[i__ + k * a_dim1], abs(
  228. d__1)) * xk;
  229. /* L30: */
  230. }
  231. /* L40: */
  232. }
  233. } else {
  234. i__2 = *n;
  235. for (k = 1; k <= i__2; ++k) {
  236. xk = (d__1 = x[k + j * x_dim1], abs(d__1));
  237. i__3 = k - 1;
  238. for (i__ = 1; i__ <= i__3; ++i__) {
  239. work[i__] += (d__1 = a[i__ + k * a_dim1], abs(
  240. d__1)) * xk;
  241. /* L50: */
  242. }
  243. work[k] += xk;
  244. /* L60: */
  245. }
  246. }
  247. } else {
  248. if (nounit) {
  249. i__2 = *n;
  250. for (k = 1; k <= i__2; ++k) {
  251. xk = (d__1 = x[k + j * x_dim1], abs(d__1));
  252. i__3 = *n;
  253. for (i__ = k; i__ <= i__3; ++i__) {
  254. work[i__] += (d__1 = a[i__ + k * a_dim1], abs(
  255. d__1)) * xk;
  256. /* L70: */
  257. }
  258. /* L80: */
  259. }
  260. } else {
  261. i__2 = *n;
  262. for (k = 1; k <= i__2; ++k) {
  263. xk = (d__1 = x[k + j * x_dim1], abs(d__1));
  264. i__3 = *n;
  265. for (i__ = k + 1; i__ <= i__3; ++i__) {
  266. work[i__] += (d__1 = a[i__ + k * a_dim1], abs(
  267. d__1)) * xk;
  268. /* L90: */
  269. }
  270. work[k] += xk;
  271. /* L100: */
  272. }
  273. }
  274. }
  275. } else {
  276. /* Compute abs(A')*abs(X) + abs(B). */
  277. if (upper) {
  278. if (nounit) {
  279. i__2 = *n;
  280. for (k = 1; k <= i__2; ++k) {
  281. s = 0.;
  282. i__3 = k;
  283. for (i__ = 1; i__ <= i__3; ++i__) {
  284. s += (d__1 = a[i__ + k * a_dim1], abs(d__1)) * (
  285. d__2 = x[i__ + j * x_dim1], abs(d__2));
  286. /* L110: */
  287. }
  288. work[k] += s;
  289. /* L120: */
  290. }
  291. } else {
  292. i__2 = *n;
  293. for (k = 1; k <= i__2; ++k) {
  294. s = (d__1 = x[k + j * x_dim1], abs(d__1));
  295. i__3 = k - 1;
  296. for (i__ = 1; i__ <= i__3; ++i__) {
  297. s += (d__1 = a[i__ + k * a_dim1], abs(d__1)) * (
  298. d__2 = x[i__ + j * x_dim1], abs(d__2));
  299. /* L130: */
  300. }
  301. work[k] += s;
  302. /* L140: */
  303. }
  304. }
  305. } else {
  306. if (nounit) {
  307. i__2 = *n;
  308. for (k = 1; k <= i__2; ++k) {
  309. s = 0.;
  310. i__3 = *n;
  311. for (i__ = k; i__ <= i__3; ++i__) {
  312. s += (d__1 = a[i__ + k * a_dim1], abs(d__1)) * (
  313. d__2 = x[i__ + j * x_dim1], abs(d__2));
  314. /* L150: */
  315. }
  316. work[k] += s;
  317. /* L160: */
  318. }
  319. } else {
  320. i__2 = *n;
  321. for (k = 1; k <= i__2; ++k) {
  322. s = (d__1 = x[k + j * x_dim1], abs(d__1));
  323. i__3 = *n;
  324. for (i__ = k + 1; i__ <= i__3; ++i__) {
  325. s += (d__1 = a[i__ + k * a_dim1], abs(d__1)) * (
  326. d__2 = x[i__ + j * x_dim1], abs(d__2));
  327. /* L170: */
  328. }
  329. work[k] += s;
  330. /* L180: */
  331. }
  332. }
  333. }
  334. }
  335. s = 0.;
  336. i__2 = *n;
  337. for (i__ = 1; i__ <= i__2; ++i__) {
  338. if (work[i__] > safe2) {
  339. /* Computing MAX */
  340. d__2 = s, d__3 = (d__1 = work[*n + i__], abs(d__1)) / work[
  341. i__];
  342. s = max(d__2,d__3);
  343. } else {
  344. /* Computing MAX */
  345. d__2 = s, d__3 = ((d__1 = work[*n + i__], abs(d__1)) + safe1)
  346. / (work[i__] + safe1);
  347. s = max(d__2,d__3);
  348. }
  349. /* L190: */
  350. }
  351. berr[j] = s;
  352. /* Bound error from formula */
  353. /* norm(X - XTRUE) / norm(X) .le. FERR = */
  354. /* norm( abs(inv(op(A)))* */
  355. /* ( abs(R) + NZ*EPS*( abs(op(A))*abs(X)+abs(B) ))) / norm(X) */
  356. /* where */
  357. /* norm(Z) is the magnitude of the largest component of Z */
  358. /* inv(op(A)) is the inverse of op(A) */
  359. /* abs(Z) is the componentwise absolute value of the matrix or */
  360. /* vector Z */
  361. /* NZ is the maximum number of nonzeros in any row of A, plus 1 */
  362. /* EPS is machine epsilon */
  363. /* The i-th component of abs(R)+NZ*EPS*(abs(op(A))*abs(X)+abs(B)) */
  364. /* is incremented by SAFE1 if the i-th component of */
  365. /* abs(op(A))*abs(X) + abs(B) is less than SAFE2. */
  366. /* Use DLACN2 to estimate the infinity-norm of the matrix */
  367. /* inv(op(A)) * diag(W), */
  368. /* where W = abs(R) + NZ*EPS*( abs(op(A))*abs(X)+abs(B) ))) */
  369. i__2 = *n;
  370. for (i__ = 1; i__ <= i__2; ++i__) {
  371. if (work[i__] > safe2) {
  372. work[i__] = (d__1 = work[*n + i__], abs(d__1)) + nz * eps *
  373. work[i__];
  374. } else {
  375. work[i__] = (d__1 = work[*n + i__], abs(d__1)) + nz * eps *
  376. work[i__] + safe1;
  377. }
  378. /* L200: */
  379. }
  380. kase = 0;
  381. L210:
  382. dlacn2_(n, &work[(*n << 1) + 1], &work[*n + 1], &iwork[1], &ferr[j], &
  383. kase, isave);
  384. if (kase != 0) {
  385. if (kase == 1) {
  386. /* Multiply by diag(W)*inv(op(A)'). */
  387. dtrsv_(uplo, transt, diag, n, &a[a_offset], lda, &work[*n + 1]
  388. , &c__1);
  389. i__2 = *n;
  390. for (i__ = 1; i__ <= i__2; ++i__) {
  391. work[*n + i__] = work[i__] * work[*n + i__];
  392. /* L220: */
  393. }
  394. } else {
  395. /* Multiply by inv(op(A))*diag(W). */
  396. i__2 = *n;
  397. for (i__ = 1; i__ <= i__2; ++i__) {
  398. work[*n + i__] = work[i__] * work[*n + i__];
  399. /* L230: */
  400. }
  401. dtrsv_(uplo, trans, diag, n, &a[a_offset], lda, &work[*n + 1],
  402. &c__1);
  403. }
  404. goto L210;
  405. }
  406. /* Normalize error. */
  407. lstres = 0.;
  408. i__2 = *n;
  409. for (i__ = 1; i__ <= i__2; ++i__) {
  410. /* Computing MAX */
  411. d__2 = lstres, d__3 = (d__1 = x[i__ + j * x_dim1], abs(d__1));
  412. lstres = max(d__2,d__3);
  413. /* L240: */
  414. }
  415. if (lstres != 0.) {
  416. ferr[j] /= lstres;
  417. }
  418. /* L250: */
  419. }
  420. return 0;
  421. /* End of DTRRFS */
  422. } /* dtrrfs_ */