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cporfsx.f
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*> \brief \b CPORFSX
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download CPORFSX + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/cporfsx.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/cporfsx.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/cporfsx.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* SUBROUTINE CPORFSX( UPLO, EQUED, N, NRHS, A, LDA, AF, LDAF, S, B,
* LDB, X, LDX, RCOND, BERR, N_ERR_BNDS,
* ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS,
* WORK, RWORK, INFO )
*
* .. Scalar Arguments ..
* CHARACTER UPLO, EQUED
* INTEGER INFO, LDA, LDAF, LDB, LDX, N, NRHS, NPARAMS,
* $ N_ERR_BNDS
* REAL RCOND
* ..
* .. Array Arguments ..
* COMPLEX A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
* $ X( LDX, * ), WORK( * )
* REAL RWORK( * ), S( * ), PARAMS(*), BERR( * ),
* $ ERR_BNDS_NORM( NRHS, * ),
* $ ERR_BNDS_COMP( NRHS, * )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> CPORFSX improves the computed solution to a system of linear
*> equations when the coefficient matrix is Hermitian positive
*> definite, and provides error bounds and backward error estimates
*> for the solution. 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.
*>
*> The original system of linear equations may have been equilibrated
*> before calling this routine, as described by arguments EQUED and S
*> below. In this case, the solution and error bounds returned are
*> for the original unequilibrated system.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \verbatim
*> 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.
*> \endverbatim
*>
*> \param[in] UPLO
*> \verbatim
*> UPLO is CHARACTER*1
*> = 'U': Upper triangle of A is stored;
*> = 'L': Lower triangle of A is stored.
*> \endverbatim
*>
*> \param[in] EQUED
*> \verbatim
*> EQUED is CHARACTER*1
*> Specifies the form of equilibration that was done to A
*> before calling this routine. This is needed to compute
*> the solution and error bounds correctly.
*> = 'N': No equilibration
*> = 'Y': Both row and column equilibration, i.e., A has been
*> replaced by diag(S) * A * diag(S).
*> The right hand side B has been changed accordingly.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*> N is INTEGER
*> The order of the matrix A. N >= 0.
*> \endverbatim
*>
*> \param[in] NRHS
*> \verbatim
*> NRHS is INTEGER
*> The number of right hand sides, i.e., the number of columns
*> of the matrices B and X. NRHS >= 0.
*> \endverbatim
*>
*> \param[in] A
*> \verbatim
*> A is COMPLEX array, dimension (LDA,N)
*> The Hermitian matrix A. If UPLO = 'U', the leading N-by-N
*> upper triangular part of A contains the upper triangular part
*> of the matrix A, and the strictly lower triangular part of A
*> is not referenced. If UPLO = 'L', the leading N-by-N lower
*> triangular part of A contains the lower triangular part of
*> the matrix A, and the strictly upper triangular part of A is
*> not referenced.
*> \endverbatim
*>
*> \param[in] LDA
*> \verbatim
*> LDA is INTEGER
*> The leading dimension of the array A. LDA >= max(1,N).
*> \endverbatim
*>
*> \param[in] AF
*> \verbatim
*> AF is COMPLEX array, dimension (LDAF,N)
*> The triangular factor U or L from the Cholesky factorization
*> A = U**H*U or A = L*L**H, as computed by CPOTRF.
*> \endverbatim
*>
*> \param[in] LDAF
*> \verbatim
*> LDAF is INTEGER
*> The leading dimension of the array AF. LDAF >= max(1,N).
*> \endverbatim
*>
*> \param[in,out] S
*> \verbatim
*> S is REAL array, dimension (N)
*> The scale factors for A. If EQUED = 'Y', A is multiplied on
*> the left and right by diag(S). S is an input argument if FACT =
*> 'F'; otherwise, S is an output argument. If FACT = 'F' and EQUED
*> = 'Y', each element of S must be positive. If S is output, each
*> element of S is a power of the radix. If S is input, each element
*> of S should be a power of the radix to ensure a reliable solution
*> and error estimates. Scaling by powers of the radix does not cause
*> rounding errors unless the result underflows or overflows.
*> Rounding errors during scaling lead to refining with a matrix that
*> is not equivalent to the input matrix, producing error estimates
*> that may not be reliable.
*> \endverbatim
*>
*> \param[in] B
*> \verbatim
*> B is COMPLEX array, dimension (LDB,NRHS)
*> The right hand side matrix B.
*> \endverbatim
*>
*> \param[in] LDB
*> \verbatim
*> LDB is INTEGER
*> The leading dimension of the array B. LDB >= max(1,N).
*> \endverbatim
*>
*> \param[in,out] X
*> \verbatim
*> X is COMPLEX array, dimension (LDX,NRHS)
*> On entry, the solution matrix X, as computed by SGETRS.
*> On exit, the improved solution matrix X.
*> \endverbatim
*>
*> \param[in] LDX
*> \verbatim
*> LDX is INTEGER
*> The leading dimension of the array X. LDX >= max(1,N).
*> \endverbatim
*>
*> \param[out] RCOND
*> \verbatim
*> RCOND is REAL
*> Reciprocal scaled condition number. This is an estimate of the
*> reciprocal Skeel condition number of the matrix A after
*> equilibration (if done). If this is less than the machine
*> precision (in particular, if it is zero), the matrix is singular
*> to working precision. Note that the error may still be small even
*> if this number is very small and the matrix appears ill-
*> conditioned.
*> \endverbatim
*>
*> \param[out] BERR
*> \verbatim
*> BERR is REAL array, dimension (NRHS)
*> Componentwise relative backward error. This is the
*> componentwise relative backward error of each solution vector X(j)
*> (i.e., the smallest relative change in any element of A or B that
*> makes X(j) an exact solution).
*> \endverbatim
*>
*> \param[in] N_ERR_BNDS
*> \verbatim
*> N_ERR_BNDS is 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.
*> \endverbatim
*>
*> \param[out] ERR_BNDS_NORM
*> \verbatim
*> ERR_BNDS_NORM is REAL array, dimension (NRHS, N_ERR_BNDS)
*> For each right-hand side, this array contains information about
*> various error bounds and condition numbers corresponding to the
*> normwise relative error, which is defined as follows:
*>
*> Normwise relative error in the ith solution vector:
*> max_j (abs(XTRUE(j,i) - X(j,i)))
*> ------------------------------
*> max_j abs(X(j,i))
*>
*> The array is indexed by the type of error information as described
*> below. There currently are up to three pieces of information
*> returned.
*>
*> The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
*> right-hand side.
*>
*> The second index in ERR_BNDS_NORM(:,err) contains the following
*> three fields:
*> err = 1 "Trust/don't trust" boolean. Trust the answer if the
*> reciprocal condition number is less than the threshold
*> sqrt(n) * slamch('Epsilon').
*>
*> err = 2 "Guaranteed" error bound: The estimated forward error,
*> almost certainly within a factor of 10 of the true error
*> so long as the next entry is greater than the threshold
*> sqrt(n) * slamch('Epsilon'). This error bound should only
*> be trusted if the previous boolean is true.
*>
*> err = 3 Reciprocal condition number: Estimated normwise
*> reciprocal condition number. Compared with the threshold
*> sqrt(n) * slamch('Epsilon') to determine if the error
*> estimate is "guaranteed". These reciprocal condition
*> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
*> appropriately scaled matrix Z.
*> Let Z = S*A, where S scales each row by a power of the
*> radix so all absolute row sums of Z are approximately 1.
*>
*> See Lapack Working Note 165 for further details and extra
*> cautions.
*> \endverbatim
*>
*> \param[out] ERR_BNDS_COMP
*> \verbatim
*> ERR_BNDS_COMP is REAL array, dimension (NRHS, N_ERR_BNDS)
*> For each right-hand side, this array contains information about
*> various error bounds and condition numbers corresponding to the
*> componentwise relative error, which is defined as follows:
*>
*> Componentwise relative error in the ith solution vector:
*> abs(XTRUE(j,i) - X(j,i))
*> max_j ----------------------
*> abs(X(j,i))
*>
*> The array is indexed by the right-hand side i (on which the
*> componentwise relative error depends), and the type of error
*> information as described below. There currently are up to three
*> pieces of information returned for each right-hand side. If
*> componentwise accuracy is not requested (PARAMS(3) = 0.0), then
*> ERR_BNDS_COMP is not accessed. If N_ERR_BNDS < 3, then at most
*> the first (:,N_ERR_BNDS) entries are returned.
*>
*> The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
*> right-hand side.
*>
*> The second index in ERR_BNDS_COMP(:,err) contains the following
*> three fields:
*> err = 1 "Trust/don't trust" boolean. Trust the answer if the
*> reciprocal condition number is less than the threshold
*> sqrt(n) * slamch('Epsilon').
*>
*> err = 2 "Guaranteed" error bound: The estimated forward error,
*> almost certainly within a factor of 10 of the true error
*> so long as the next entry is greater than the threshold
*> sqrt(n) * slamch('Epsilon'). This error bound should only
*> be trusted if the previous boolean is true.
*>
*> err = 3 Reciprocal condition number: Estimated componentwise
*> reciprocal condition number. Compared with the threshold
*> sqrt(n) * slamch('Epsilon') to determine if the error
*> estimate is "guaranteed". These reciprocal condition
*> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
*> appropriately scaled matrix Z.
*> Let Z = S*(A*diag(x)), where x is the solution for the
*> current right-hand side and S scales each row of
*> A*diag(x) by a power of the radix so all absolute row
*> sums of Z are approximately 1.
*>
*> See Lapack Working Note 165 for further details and extra
*> cautions.
*> \endverbatim
*>
*> \param[in] NPARAMS
*> \verbatim
*> NPARAMS is INTEGER
*> Specifies the number of parameters set in PARAMS. If <= 0, the
*> PARAMS array is never referenced and default values are used.
*> \endverbatim
*>
*> \param[in,out] PARAMS
*> \verbatim
*> PARAMS is REAL array, dimension NPARAMS
*> Specifies algorithm parameters. If an entry is < 0.0, then
*> that entry will be filled with default value used for that
*> parameter. Only positions up to NPARAMS are accessed; defaults
*> are used for higher-numbered parameters.
*>
*> PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative
*> refinement or not.
*> Default: 1.0
*> = 0.0: No refinement is performed, and no error bounds are
*> computed.
*> = 1.0: Use the double-precision refinement algorithm,
*> possibly with doubled-single computations if the
*> compilation environment does not support DOUBLE
*> PRECISION.
*> (other values are reserved for future use)
*>
*> PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual
*> computations allowed for refinement.
*> Default: 10
*> Aggressive: Set to 100 to permit convergence using approximate
*> factorizations or factorizations other than LU. If
*> the factorization uses a technique other than
*> Gaussian elimination, the guarantees in
*> err_bnds_norm and err_bnds_comp may no longer be
*> trustworthy.
*>
*> PARAMS(LA_LINRX_CWISE_I = 3) : Flag determining if the code
*> will attempt to find a solution with small componentwise
*> relative error in the double-precision algorithm. Positive
*> is true, 0.0 is false.
*> Default: 1.0 (attempt componentwise convergence)
*> \endverbatim
*>
*> \param[out] WORK
*> \verbatim
*> WORK is COMPLEX array, dimension (2*N)
*> \endverbatim
*>
*> \param[out] RWORK
*> \verbatim
*> RWORK is REAL array, dimension (2*N)
*> \endverbatim
*>
*> \param[out] INFO
*> \verbatim
*> INFO is 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.
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \ingroup complexPOcomputational
*
* =====================================================================
SUBROUTINE CPORFSX( UPLO, EQUED, N, NRHS, A, LDA, AF, LDAF, S, B,
$ LDB, X, LDX, RCOND, BERR, N_ERR_BNDS,
$ ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS,
$ WORK, RWORK, INFO )
*
* -- LAPACK computational routine --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*
* .. Scalar Arguments ..
CHARACTER UPLO, EQUED
INTEGER INFO, LDA, LDAF, LDB, LDX, N, NRHS, NPARAMS,
$ N_ERR_BNDS
REAL RCOND
* ..
* .. Array Arguments ..
COMPLEX A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
$ X( LDX, * ), WORK( * )
REAL RWORK( * ), S( * ), PARAMS(*), BERR( * ),
$ ERR_BNDS_NORM( NRHS, * ),
$ ERR_BNDS_COMP( NRHS, * )
* ..
*
* ==================================================================
*
* .. Parameters ..
REAL ZERO, ONE
PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
REAL ITREF_DEFAULT, ITHRESH_DEFAULT,
$ COMPONENTWISE_DEFAULT
REAL RTHRESH_DEFAULT, DZTHRESH_DEFAULT
PARAMETER ( ITREF_DEFAULT = 1.0 )
PARAMETER ( ITHRESH_DEFAULT = 10.0 )
PARAMETER ( COMPONENTWISE_DEFAULT = 1.0 )
PARAMETER ( RTHRESH_DEFAULT = 0.5 )
PARAMETER ( DZTHRESH_DEFAULT = 0.25 )
INTEGER LA_LINRX_ITREF_I, LA_LINRX_ITHRESH_I,
$ LA_LINRX_CWISE_I
PARAMETER ( LA_LINRX_ITREF_I = 1,
$ LA_LINRX_ITHRESH_I = 2 )
PARAMETER ( LA_LINRX_CWISE_I = 3 )
INTEGER LA_LINRX_TRUST_I, LA_LINRX_ERR_I,
$ LA_LINRX_RCOND_I
PARAMETER ( LA_LINRX_TRUST_I = 1, LA_LINRX_ERR_I = 2 )
PARAMETER ( LA_LINRX_RCOND_I = 3 )
* ..
* .. Local Scalars ..
CHARACTER(1) NORM
LOGICAL RCEQU
INTEGER J, PREC_TYPE, REF_TYPE
INTEGER N_NORMS
REAL ANORM, RCOND_TMP
REAL ILLRCOND_THRESH, ERR_LBND, CWISE_WRONG
LOGICAL IGNORE_CWISE
INTEGER ITHRESH
REAL RTHRESH, UNSTABLE_THRESH
* ..
* .. External Subroutines ..
EXTERNAL XERBLA, CPOCON, CLA_PORFSX_EXTENDED
* ..
* .. Intrinsic Functions ..
INTRINSIC MAX, SQRT, TRANSFER
* ..
* .. External Functions ..
EXTERNAL LSAME, ILAPREC
EXTERNAL SLAMCH, CLANHE, CLA_PORCOND_X, CLA_PORCOND_C
REAL SLAMCH, CLANHE, CLA_PORCOND_X, CLA_PORCOND_C
LOGICAL LSAME
INTEGER ILAPREC
* ..
* .. Executable Statements ..
*
* Check the input parameters.
*
INFO = 0
REF_TYPE = INT( ITREF_DEFAULT )
IF ( NPARAMS .GE. LA_LINRX_ITREF_I ) THEN
IF ( PARAMS( LA_LINRX_ITREF_I ) .LT. 0.0 ) THEN
PARAMS( LA_LINRX_ITREF_I ) = ITREF_DEFAULT
ELSE
REF_TYPE = PARAMS( LA_LINRX_ITREF_I )
END IF
END IF
*
* Set default parameters.
*
ILLRCOND_THRESH = REAL( N ) * SLAMCH( 'Epsilon' )
ITHRESH = INT( ITHRESH_DEFAULT )
RTHRESH = RTHRESH_DEFAULT
UNSTABLE_THRESH = DZTHRESH_DEFAULT
IGNORE_CWISE = COMPONENTWISE_DEFAULT .EQ. 0.0
*
IF ( NPARAMS.GE.LA_LINRX_ITHRESH_I ) THEN
IF ( PARAMS(LA_LINRX_ITHRESH_I ).LT.0.0 ) THEN
PARAMS( LA_LINRX_ITHRESH_I ) = ITHRESH
ELSE
ITHRESH = INT( PARAMS( LA_LINRX_ITHRESH_I ) )
END IF
END IF
IF ( NPARAMS.GE.LA_LINRX_CWISE_I ) THEN
IF ( PARAMS(LA_LINRX_CWISE_I ).LT.0.0 ) THEN
IF ( IGNORE_CWISE ) THEN
PARAMS( LA_LINRX_CWISE_I ) = 0.0
ELSE
PARAMS( LA_LINRX_CWISE_I ) = 1.0
END IF
ELSE
IGNORE_CWISE = PARAMS( LA_LINRX_CWISE_I ) .EQ. 0.0
END IF
END IF
IF ( REF_TYPE .EQ. 0 .OR. N_ERR_BNDS .EQ. 0 ) THEN
N_NORMS = 0
ELSE IF ( IGNORE_CWISE ) THEN
N_NORMS = 1
ELSE
N_NORMS = 2
END IF
*
RCEQU = LSAME( EQUED, 'Y' )
*
* Test input parameters.
*
IF (.NOT.LSAME( UPLO, 'U' ) .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
INFO = -1
ELSE IF( .NOT.RCEQU .AND. .NOT.LSAME( EQUED, 'N' ) ) THEN
INFO = -2
ELSE IF( N.LT.0 ) THEN
INFO = -3
ELSE IF( NRHS.LT.0 ) THEN
INFO = -4
ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
INFO = -6
ELSE IF( LDAF.LT.MAX( 1, N ) ) THEN
INFO = -8
ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
INFO = -11
ELSE IF( LDX.LT.MAX( 1, N ) ) THEN
INFO = -13
END IF
IF( INFO.NE.0 ) THEN
CALL XERBLA( 'CPORFSX', -INFO )
RETURN
END IF
*
* Quick return if possible.
*
IF( N.EQ.0 .OR. NRHS.EQ.0 ) THEN
RCOND = 1.0
DO J = 1, NRHS
BERR( J ) = 0.0
IF ( N_ERR_BNDS .GE. 1 ) THEN
ERR_BNDS_NORM( J, LA_LINRX_TRUST_I ) = 1.0
ERR_BNDS_COMP( J, LA_LINRX_TRUST_I ) = 1.0
END IF
IF ( N_ERR_BNDS .GE. 2 ) THEN
ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) = 0.0
ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) = 0.0
END IF
IF ( N_ERR_BNDS .GE. 3 ) THEN
ERR_BNDS_NORM( J, LA_LINRX_RCOND_I ) = 1.0
ERR_BNDS_COMP( J, LA_LINRX_RCOND_I ) = 1.0
END IF
END DO
RETURN
END IF
*
* Default to failure.
*
RCOND = 0.0
DO J = 1, NRHS
BERR( J ) = 1.0
IF ( N_ERR_BNDS .GE. 1 ) THEN
ERR_BNDS_NORM( J, LA_LINRX_TRUST_I ) = 1.0
ERR_BNDS_COMP( J, LA_LINRX_TRUST_I ) = 1.0
END IF
IF ( N_ERR_BNDS .GE. 2 ) THEN
ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) = 1.0
ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) = 1.0
END IF
IF ( N_ERR_BNDS .GE. 3 ) THEN
ERR_BNDS_NORM( J, LA_LINRX_RCOND_I ) = 0.0
ERR_BNDS_COMP( J, LA_LINRX_RCOND_I ) = 0.0
END IF
END DO
*
* Compute the norm of A and the reciprocal of the condition
* number of A.
*
NORM = 'I'
ANORM = CLANHE( NORM, UPLO, N, A, LDA, RWORK )
CALL CPOCON( UPLO, N, AF, LDAF, ANORM, RCOND, WORK, RWORK,
$ INFO )
*
* Perform refinement on each right-hand side
*
IF ( REF_TYPE .NE. 0 ) THEN
PREC_TYPE = ILAPREC( 'D' )
CALL CLA_PORFSX_EXTENDED( PREC_TYPE, UPLO, N,
$ NRHS, A, LDA, AF, LDAF, RCEQU, S, B,
$ LDB, X, LDX, BERR, N_NORMS, ERR_BNDS_NORM, ERR_BNDS_COMP,
$ WORK, RWORK, WORK(N+1),
$ TRANSFER (RWORK(1:2*N), (/ (ZERO, ZERO) /), N), RCOND,
$ ITHRESH, RTHRESH, UNSTABLE_THRESH, IGNORE_CWISE,
$ INFO )
END IF
ERR_LBND = MAX( 10.0, SQRT( REAL( N ) ) ) * SLAMCH( 'Epsilon' )
IF ( N_ERR_BNDS .GE. 1 .AND. N_NORMS .GE. 1 ) THEN
*
* Compute scaled normwise condition number cond(A*C).
*
IF ( RCEQU ) THEN
RCOND_TMP = CLA_PORCOND_C( UPLO, N, A, LDA, AF, LDAF,
$ S, .TRUE., INFO, WORK, RWORK )
ELSE
RCOND_TMP = CLA_PORCOND_C( UPLO, N, A, LDA, AF, LDAF,
$ S, .FALSE., INFO, WORK, RWORK )
END IF
DO J = 1, NRHS
*
* Cap the error at 1.0.
*
IF ( N_ERR_BNDS .GE. LA_LINRX_ERR_I
$ .AND. ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) .GT. 1.0 )
$ ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) = 1.0
*
* Threshold the error (see LAWN).
*
IF ( RCOND_TMP .LT. ILLRCOND_THRESH ) THEN
ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) = 1.0
ERR_BNDS_NORM( J, LA_LINRX_TRUST_I ) = 0.0
IF ( INFO .LE. N ) INFO = N + J
ELSE IF ( ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) .LT. ERR_LBND )
$ THEN
ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) = ERR_LBND
ERR_BNDS_NORM( J, LA_LINRX_TRUST_I ) = 1.0
END IF
*
* Save the condition number.
*
IF ( N_ERR_BNDS .GE. LA_LINRX_RCOND_I ) THEN
ERR_BNDS_NORM( J, LA_LINRX_RCOND_I ) = RCOND_TMP
END IF
END DO
END IF
IF (N_ERR_BNDS .GE. 1 .AND. N_NORMS .GE. 2) THEN
*
* Compute componentwise condition number cond(A*diag(Y(:,J))) for
* each right-hand side using the current solution as an estimate of
* the true solution. If the componentwise error estimate is too
* large, then the solution is a lousy estimate of truth and the
* estimated RCOND may be too optimistic. To avoid misleading users,
* the inverse condition number is set to 0.0 when the estimated
* cwise error is at least CWISE_WRONG.
*
CWISE_WRONG = SQRT( SLAMCH( 'Epsilon' ) )
DO J = 1, NRHS
IF (ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) .LT. CWISE_WRONG )
$ THEN
RCOND_TMP = CLA_PORCOND_X( UPLO, N, A, LDA, AF, LDAF,
$ X(1,J), INFO, WORK, RWORK )
ELSE
RCOND_TMP = 0.0
END IF
*
* Cap the error at 1.0.
*
IF ( N_ERR_BNDS .GE. LA_LINRX_ERR_I
$ .AND. ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) .GT. 1.0 )
$ ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) = 1.0
*
* Threshold the error (see LAWN).
*
IF (RCOND_TMP .LT. ILLRCOND_THRESH) THEN
ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) = 1.0
ERR_BNDS_COMP( J, LA_LINRX_TRUST_I ) = 0.0
IF ( PARAMS( LA_LINRX_CWISE_I ) .EQ. 1.0
$ .AND. INFO.LT.N + J ) INFO = N + J
ELSE IF ( ERR_BNDS_COMP( J, LA_LINRX_ERR_I )
$ .LT. ERR_LBND ) THEN
ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) = ERR_LBND
ERR_BNDS_COMP( J, LA_LINRX_TRUST_I ) = 1.0
END IF
*
* Save the condition number.
*
IF ( N_ERR_BNDS .GE. LA_LINRX_RCOND_I ) THEN
ERR_BNDS_COMP( J, LA_LINRX_RCOND_I ) = RCOND_TMP
END IF
END DO
END IF
*
RETURN
*
* End of CPORFSX
*
END