1 *> \brief \b SLA_GERFSX_EXTENDED improves the computed solution to a system of linear equations for general matrices by performing extra-precise iterative refinement and provides error bounds and backward error estimates for the solution.
3 * =========== DOCUMENTATION ===========
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21 * SUBROUTINE SLA_GERFSX_EXTENDED( PREC_TYPE, TRANS_TYPE, N, NRHS, A,
22 * LDA, AF, LDAF, IPIV, COLEQU, C, B,
23 * LDB, Y, LDY, BERR_OUT, N_NORMS,
24 * ERRS_N, ERRS_C, RES,
25 * AYB, DY, Y_TAIL, RCOND, ITHRESH,
26 * RTHRESH, DZ_UB, IGNORE_CWISE,
29 * .. Scalar Arguments ..
30 * INTEGER INFO, LDA, LDAF, LDB, LDY, N, NRHS, PREC_TYPE,
31 * $ TRANS_TYPE, N_NORMS, ITHRESH
32 * LOGICAL COLEQU, IGNORE_CWISE
35 * .. Array Arguments ..
37 * REAL A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
38 * $ Y( LDY, * ), RES( * ), DY( * ), Y_TAIL( * )
39 * REAL C( * ), AYB( * ), RCOND, BERR_OUT( * ),
40 * $ ERRS_N( NRHS, * ),
50 *> SLA_GERFSX_EXTENDED improves the computed solution to a system of
51 *> linear equations by performing extra-precise iterative refinement
52 *> and provides error bounds and backward error estimates for the solution.
53 *> This subroutine is called by SGERFSX to perform iterative refinement.
54 *> In addition to normwise error bound, the code provides maximum
55 *> componentwise error bound if possible. See comments for ERRS_N
56 *> and ERRS_C for details of the error bounds. Note that this
57 *> subroutine is only resonsible for setting the second fields of
64 *> \param[in] PREC_TYPE
66 *> PREC_TYPE is INTEGER
67 *> Specifies the intermediate precision to be used in refinement.
68 *> The value is defined by ILAPREC(P) where P is a CHARACTER and
75 *> \param[in] TRANS_TYPE
77 *> TRANS_TYPE is INTEGER
78 *> Specifies the transposition operation on A.
79 *> The value is defined by ILATRANS(T) where T is a CHARACTER and
80 *> T = 'N': No transpose
82 *> = 'C': Conjugate transpose
88 *> The number of linear equations, i.e., the order of the
95 *> The number of right-hand-sides, i.e., the number of columns of the
101 *> A is REAL array, dimension (LDA,N)
102 *> On entry, the N-by-N matrix A.
108 *> The leading dimension of the array A. LDA >= max(1,N).
113 *> AF is REAL array, dimension (LDAF,N)
114 *> The factors L and U from the factorization
115 *> A = P*L*U as computed by SGETRF.
121 *> The leading dimension of the array AF. LDAF >= max(1,N).
126 *> IPIV is INTEGER array, dimension (N)
127 *> The pivot indices from the factorization A = P*L*U
128 *> as computed by SGETRF; row i of the matrix was interchanged
135 *> If .TRUE. then column equilibration was done to A before calling
136 *> this routine. This is needed to compute the solution and error
142 *> C is REAL array, dimension (N)
143 *> The column scale factors for A. If COLEQU = .FALSE., C
144 *> is not accessed. If C is input, each element of C should be a power
145 *> of the radix to ensure a reliable solution and error estimates.
146 *> Scaling by powers of the radix does not cause rounding errors unless
147 *> the result underflows or overflows. Rounding errors during scaling
148 *> lead to refining with a matrix that is not equivalent to the
149 *> input matrix, producing error estimates that may not be
155 *> B is REAL array, dimension (LDB,NRHS)
156 *> The right-hand-side matrix B.
162 *> The leading dimension of the array B. LDB >= max(1,N).
167 *> Y is REAL array, dimension (LDY,NRHS)
168 *> On entry, the solution matrix X, as computed by SGETRS.
169 *> On exit, the improved solution matrix Y.
175 *> The leading dimension of the array Y. LDY >= max(1,N).
178 *> \param[out] BERR_OUT
180 *> BERR_OUT is REAL array, dimension (NRHS)
181 *> On exit, BERR_OUT(j) contains the componentwise relative backward
182 *> error for right-hand-side j from the formula
183 *> max(i) ( abs(RES(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) )
184 *> where abs(Z) is the componentwise absolute value of the matrix
185 *> or vector Z. This is computed by SLA_LIN_BERR.
188 *> \param[in] N_NORMS
190 *> N_NORMS is INTEGER
191 *> Determines which error bounds to return (see ERRS_N
193 *> If N_NORMS >= 1 return normwise error bounds.
194 *> If N_NORMS >= 2 return componentwise error bounds.
197 *> \param[in,out] ERRS_N
199 *> ERRS_N is REAL array, dimension (NRHS, N_ERR_BNDS)
200 *> For each right-hand side, this array contains information about
201 *> various error bounds and condition numbers corresponding to the
202 *> normwise relative error, which is defined as follows:
204 *> Normwise relative error in the ith solution vector:
205 *> max_j (abs(XTRUE(j,i) - X(j,i)))
206 *> ------------------------------
209 *> The array is indexed by the type of error information as described
210 *> below. There currently are up to three pieces of information
213 *> The first index in ERRS_N(i,:) corresponds to the ith
216 *> The second index in ERRS_N(:,err) contains the following
218 *> err = 1 "Trust/don't trust" boolean. Trust the answer if the
219 *> reciprocal condition number is less than the threshold
220 *> sqrt(n) * slamch('Epsilon').
222 *> err = 2 "Guaranteed" error bound: The estimated forward error,
223 *> almost certainly within a factor of 10 of the true error
224 *> so long as the next entry is greater than the threshold
225 *> sqrt(n) * slamch('Epsilon'). This error bound should only
226 *> be trusted if the previous boolean is true.
228 *> err = 3 Reciprocal condition number: Estimated normwise
229 *> reciprocal condition number. Compared with the threshold
230 *> sqrt(n) * slamch('Epsilon') to determine if the error
231 *> estimate is "guaranteed". These reciprocal condition
232 *> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
233 *> appropriately scaled matrix Z.
234 *> Let Z = S*A, where S scales each row by a power of the
235 *> radix so all absolute row sums of Z are approximately 1.
237 *> This subroutine is only responsible for setting the second field
239 *> See Lapack Working Note 165 for further details and extra
243 *> \param[in,out] ERRS_C
245 *> ERRS_C is REAL array, dimension (NRHS, N_ERR_BNDS)
246 *> For each right-hand side, this array contains information about
247 *> various error bounds and condition numbers corresponding to the
248 *> componentwise relative error, which is defined as follows:
250 *> Componentwise relative error in the ith solution vector:
251 *> abs(XTRUE(j,i) - X(j,i))
252 *> max_j ----------------------
255 *> The array is indexed by the right-hand side i (on which the
256 *> componentwise relative error depends), and the type of error
257 *> information as described below. There currently are up to three
258 *> pieces of information returned for each right-hand side. If
259 *> componentwise accuracy is not requested (PARAMS(3) = 0.0), then
260 *> ERRS_C is not accessed. If N_ERR_BNDS .LT. 3, then at most
261 *> the first (:,N_ERR_BNDS) entries are returned.
263 *> The first index in ERRS_C(i,:) corresponds to the ith
266 *> The second index in ERRS_C(:,err) contains the following
268 *> err = 1 "Trust/don't trust" boolean. Trust the answer if the
269 *> reciprocal condition number is less than the threshold
270 *> sqrt(n) * slamch('Epsilon').
272 *> err = 2 "Guaranteed" error bound: The estimated forward error,
273 *> almost certainly within a factor of 10 of the true error
274 *> so long as the next entry is greater than the threshold
275 *> sqrt(n) * slamch('Epsilon'). This error bound should only
276 *> be trusted if the previous boolean is true.
278 *> err = 3 Reciprocal condition number: Estimated componentwise
279 *> reciprocal condition number. Compared with the threshold
280 *> sqrt(n) * slamch('Epsilon') to determine if the error
281 *> estimate is "guaranteed". These reciprocal condition
282 *> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
283 *> appropriately scaled matrix Z.
284 *> Let Z = S*(A*diag(x)), where x is the solution for the
285 *> current right-hand side and S scales each row of
286 *> A*diag(x) by a power of the radix so all absolute row
287 *> sums of Z are approximately 1.
289 *> This subroutine is only responsible for setting the second field
291 *> See Lapack Working Note 165 for further details and extra
297 *> RES is REAL array, dimension (N)
298 *> Workspace to hold the intermediate residual.
303 *> AYB is REAL array, dimension (N)
304 *> Workspace. This can be the same workspace passed for Y_TAIL.
309 *> DY is REAL array, dimension (N)
310 *> Workspace to hold the intermediate solution.
315 *> Y_TAIL is REAL array, dimension (N)
316 *> Workspace to hold the trailing bits of the intermediate solution.
322 *> Reciprocal scaled condition number. This is an estimate of the
323 *> reciprocal Skeel condition number of the matrix A after
324 *> equilibration (if done). If this is less than the machine
325 *> precision (in particular, if it is zero), the matrix is singular
326 *> to working precision. Note that the error may still be small even
327 *> if this number is very small and the matrix appears ill-
331 *> \param[in] ITHRESH
333 *> ITHRESH is INTEGER
334 *> The maximum number of residual computations allowed for
335 *> refinement. The default is 10. For 'aggressive' set to 100 to
336 *> permit convergence using approximate factorizations or
337 *> factorizations other than LU. If the factorization uses a
338 *> technique other than Gaussian elimination, the guarantees in
339 *> ERRS_N and ERRS_C may no longer be trustworthy.
342 *> \param[in] RTHRESH
345 *> Determines when to stop refinement if the error estimate stops
346 *> decreasing. Refinement will stop when the next solution no longer
347 *> satisfies norm(dx_{i+1}) < RTHRESH * norm(dx_i) where norm(Z) is
348 *> the infinity norm of Z. RTHRESH satisfies 0 < RTHRESH <= 1. The
349 *> default value is 0.5. For 'aggressive' set to 0.9 to permit
350 *> convergence on extremely ill-conditioned matrices. See LAWN 165
357 *> Determines when to start considering componentwise convergence.
358 *> Componentwise convergence is only considered after each component
359 *> of the solution Y is stable, which we definte as the relative
360 *> change in each component being less than DZ_UB. The default value
361 *> is 0.25, requiring the first bit to be stable. See LAWN 165 for
365 *> \param[in] IGNORE_CWISE
367 *> IGNORE_CWISE is LOGICAL
368 *> If .TRUE. then ignore componentwise convergence. Default value
375 *> = 0: Successful exit.
376 *> < 0: if INFO = -i, the ith argument to SGETRS had an illegal
383 *> \author Univ. of Tennessee
384 *> \author Univ. of California Berkeley
385 *> \author Univ. of Colorado Denver
388 *> \date September 2012
390 *> \ingroup realGEcomputational
392 * =====================================================================
393 SUBROUTINE SLA_GERFSX_EXTENDED( PREC_TYPE, TRANS_TYPE, N, NRHS, A,
394 $ LDA, AF, LDAF, IPIV, COLEQU, C, B,
395 $ LDB, Y, LDY, BERR_OUT, N_NORMS,
396 $ ERRS_N, ERRS_C, RES,
397 $ AYB, DY, Y_TAIL, RCOND, ITHRESH,
398 $ RTHRESH, DZ_UB, IGNORE_CWISE,
401 * -- LAPACK computational routine (version 3.4.2) --
402 * -- LAPACK is a software package provided by Univ. of Tennessee, --
403 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
406 * .. Scalar Arguments ..
407 INTEGER INFO, LDA, LDAF, LDB, LDY, N, NRHS, PREC_TYPE,
408 $ TRANS_TYPE, N_NORMS, ITHRESH
409 LOGICAL COLEQU, IGNORE_CWISE
412 * .. Array Arguments ..
414 REAL A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
415 $ Y( LDY, * ), RES( * ), DY( * ), Y_TAIL( * )
416 REAL C( * ), AYB( * ), RCOND, BERR_OUT( * ),
421 * =====================================================================
423 * .. Local Scalars ..
425 INTEGER CNT, I, J, X_STATE, Z_STATE, Y_PREC_STATE
426 REAL YK, DYK, YMIN, NORMY, NORMX, NORMDX, DXRAT,
427 $ DZRAT, PREVNORMDX, PREV_DZ_Z, DXRATMAX,
428 $ DZRATMAX, DX_X, DZ_Z, FINAL_DX_X, FINAL_DZ_Z,
429 $ EPS, HUGEVAL, INCR_THRESH
433 INTEGER UNSTABLE_STATE, WORKING_STATE, CONV_STATE,
434 $ NOPROG_STATE, BASE_RESIDUAL, EXTRA_RESIDUAL,
436 PARAMETER ( UNSTABLE_STATE = 0, WORKING_STATE = 1,
437 $ CONV_STATE = 2, NOPROG_STATE = 3 )
438 PARAMETER ( BASE_RESIDUAL = 0, EXTRA_RESIDUAL = 1,
440 INTEGER FINAL_NRM_ERR_I, FINAL_CMP_ERR_I, BERR_I
441 INTEGER RCOND_I, NRM_RCOND_I, NRM_ERR_I, CMP_RCOND_I
442 INTEGER CMP_ERR_I, PIV_GROWTH_I
443 PARAMETER ( FINAL_NRM_ERR_I = 1, FINAL_CMP_ERR_I = 2,
445 PARAMETER ( RCOND_I = 4, NRM_RCOND_I = 5, NRM_ERR_I = 6 )
446 PARAMETER ( CMP_RCOND_I = 7, CMP_ERR_I = 8,
448 INTEGER LA_LINRX_ITREF_I, LA_LINRX_ITHRESH_I,
450 PARAMETER ( LA_LINRX_ITREF_I = 1,
451 $ LA_LINRX_ITHRESH_I = 2 )
452 PARAMETER ( LA_LINRX_CWISE_I = 3 )
453 INTEGER LA_LINRX_TRUST_I, LA_LINRX_ERR_I,
455 PARAMETER ( LA_LINRX_TRUST_I = 1, LA_LINRX_ERR_I = 2 )
456 PARAMETER ( LA_LINRX_RCOND_I = 3 )
458 * .. External Subroutines ..
459 EXTERNAL SAXPY, SCOPY, SGETRS, SGEMV, BLAS_SGEMV_X,
460 $ BLAS_SGEMV2_X, SLA_GEAMV, SLA_WWADDW, SLAMCH,
461 $ CHLA_TRANSTYPE, SLA_LIN_BERR
463 CHARACTER CHLA_TRANSTYPE
465 * .. Intrinsic Functions ..
466 INTRINSIC ABS, MAX, MIN
468 * .. Executable Statements ..
470 IF ( INFO.NE.0 ) RETURN
471 TRANS = CHLA_TRANSTYPE(TRANS_TYPE)
472 EPS = SLAMCH( 'Epsilon' )
473 HUGEVAL = SLAMCH( 'Overflow' )
474 * Force HUGEVAL to Inf
475 HUGEVAL = HUGEVAL * HUGEVAL
476 * Using HUGEVAL may lead to spurious underflows.
477 INCR_THRESH = REAL( N ) * EPS
480 Y_PREC_STATE = EXTRA_RESIDUAL
481 IF ( Y_PREC_STATE .EQ. EXTRA_Y ) THEN
498 X_STATE = WORKING_STATE
499 Z_STATE = UNSTABLE_STATE
504 * Compute residual RES = B_s - op(A_s) * Y,
505 * op(A) = A, A**T, or A**H depending on TRANS (and type).
507 CALL SCOPY( N, B( 1, J ), 1, RES, 1 )
508 IF ( Y_PREC_STATE .EQ. BASE_RESIDUAL ) THEN
509 CALL SGEMV( TRANS, N, N, -1.0, A, LDA, Y( 1, J ), 1,
511 ELSE IF ( Y_PREC_STATE .EQ. EXTRA_RESIDUAL ) THEN
512 CALL BLAS_SGEMV_X( TRANS_TYPE, N, N, -1.0, A, LDA,
513 $ Y( 1, J ), 1, 1.0, RES, 1, PREC_TYPE )
515 CALL BLAS_SGEMV2_X( TRANS_TYPE, N, N, -1.0, A, LDA,
516 $ Y( 1, J ), Y_TAIL, 1, 1.0, RES, 1, PREC_TYPE )
519 ! XXX: RES is no longer needed.
520 CALL SCOPY( N, RES, 1, DY, 1 )
521 CALL SGETRS( TRANS, N, 1, AF, LDAF, IPIV, DY, N, INFO )
523 * Calculate relative changes DX_X, DZ_Z and ratios DXRAT, DZRAT.
532 YK = ABS( Y( I, J ) )
535 IF ( YK .NE. 0.0 ) THEN
536 DZ_Z = MAX( DZ_Z, DYK / YK )
537 ELSE IF ( DYK .NE. 0.0 ) THEN
541 YMIN = MIN( YMIN, YK )
543 NORMY = MAX( NORMY, YK )
546 NORMX = MAX( NORMX, YK * C( I ) )
547 NORMDX = MAX( NORMDX, DYK * C( I ) )
550 NORMDX = MAX( NORMDX, DYK )
554 IF ( NORMX .NE. 0.0 ) THEN
555 DX_X = NORMDX / NORMX
556 ELSE IF ( NORMDX .EQ. 0.0 ) THEN
562 DXRAT = NORMDX / PREVNORMDX
563 DZRAT = DZ_Z / PREV_DZ_Z
565 * Check termination criteria
567 IF (.NOT.IGNORE_CWISE
568 $ .AND. YMIN*RCOND .LT. INCR_THRESH*NORMY
569 $ .AND. Y_PREC_STATE .LT. EXTRA_Y)
572 IF ( X_STATE .EQ. NOPROG_STATE .AND. DXRAT .LE. RTHRESH )
573 $ X_STATE = WORKING_STATE
574 IF ( X_STATE .EQ. WORKING_STATE ) THEN
575 IF ( DX_X .LE. EPS ) THEN
577 ELSE IF ( DXRAT .GT. RTHRESH ) THEN
578 IF ( Y_PREC_STATE .NE. EXTRA_Y ) THEN
581 X_STATE = NOPROG_STATE
584 IF ( DXRAT .GT. DXRATMAX ) DXRATMAX = DXRAT
586 IF ( X_STATE .GT. WORKING_STATE ) FINAL_DX_X = DX_X
589 IF ( Z_STATE .EQ. UNSTABLE_STATE .AND. DZ_Z .LE. DZ_UB )
590 $ Z_STATE = WORKING_STATE
591 IF ( Z_STATE .EQ. NOPROG_STATE .AND. DZRAT .LE. RTHRESH )
592 $ Z_STATE = WORKING_STATE
593 IF ( Z_STATE .EQ. WORKING_STATE ) THEN
594 IF ( DZ_Z .LE. EPS ) THEN
596 ELSE IF ( DZ_Z .GT. DZ_UB ) THEN
597 Z_STATE = UNSTABLE_STATE
600 ELSE IF ( DZRAT .GT. RTHRESH ) THEN
601 IF ( Y_PREC_STATE .NE. EXTRA_Y ) THEN
604 Z_STATE = NOPROG_STATE
607 IF ( DZRAT .GT. DZRATMAX ) DZRATMAX = DZRAT
609 IF ( Z_STATE .GT. WORKING_STATE ) FINAL_DZ_Z = DZ_Z
612 * Exit if both normwise and componentwise stopped working,
613 * but if componentwise is unstable, let it go at least two
616 IF ( X_STATE.NE.WORKING_STATE ) THEN
617 IF ( IGNORE_CWISE) GOTO 666
618 IF ( Z_STATE.EQ.NOPROG_STATE .OR. Z_STATE.EQ.CONV_STATE )
620 IF ( Z_STATE.EQ.UNSTABLE_STATE .AND. CNT.GT.1 ) GOTO 666
623 IF ( INCR_PREC ) THEN
625 Y_PREC_STATE = Y_PREC_STATE + 1
636 IF ( Y_PREC_STATE .LT. EXTRA_Y ) THEN
637 CALL SAXPY( N, 1.0, DY, 1, Y( 1, J ), 1 )
639 CALL SLA_WWADDW( N, Y( 1, J ), Y_TAIL, DY )
643 * Target of "IF (Z_STOP .AND. X_STOP)". Sun's f77 won't EXIT.
646 * Set final_* when cnt hits ithresh.
648 IF ( X_STATE .EQ. WORKING_STATE ) FINAL_DX_X = DX_X
649 IF ( Z_STATE .EQ. WORKING_STATE ) FINAL_DZ_Z = DZ_Z
651 * Compute error bounds
653 IF (N_NORMS .GE. 1) THEN
654 ERRS_N( J, LA_LINRX_ERR_I ) =
655 $ FINAL_DX_X / (1 - DXRATMAX)
657 IF ( N_NORMS .GE. 2 ) THEN
658 ERRS_C( J, LA_LINRX_ERR_I ) =
659 $ FINAL_DZ_Z / (1 - DZRATMAX)
662 * Compute componentwise relative backward error from formula
663 * max(i) ( abs(R(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) )
664 * where abs(Z) is the componentwise absolute value of the matrix
667 * Compute residual RES = B_s - op(A_s) * Y,
668 * op(A) = A, A**T, or A**H depending on TRANS (and type).
670 CALL SCOPY( N, B( 1, J ), 1, RES, 1 )
671 CALL SGEMV( TRANS, N, N, -1.0, A, LDA, Y(1,J), 1, 1.0, RES, 1 )
674 AYB( I ) = ABS( B( I, J ) )
677 * Compute abs(op(A_s))*abs(Y) + abs(B_s).
679 CALL SLA_GEAMV ( TRANS_TYPE, N, N, 1.0,
680 $ A, LDA, Y(1, J), 1, 1.0, AYB, 1 )
682 CALL SLA_LIN_BERR ( N, N, 1, RES, AYB, BERR_OUT( J ) )
684 * End of loop for each RHS.