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dgtrfs.f
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*> \brief \b DGTRFS
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download DGTRFS + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgtrfs.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgtrfs.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgtrfs.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* SUBROUTINE DGTRFS( TRANS, N, NRHS, DL, D, DU, DLF, DF, DUF, DU2,
* IPIV, B, LDB, X, LDX, FERR, BERR, WORK, IWORK,
* INFO )
*
* .. Scalar Arguments ..
* CHARACTER TRANS
* INTEGER INFO, LDB, LDX, N, NRHS
* ..
* .. Array Arguments ..
* INTEGER IPIV( * ), IWORK( * )
* DOUBLE PRECISION B( LDB, * ), BERR( * ), D( * ), DF( * ),
* $ DL( * ), DLF( * ), DU( * ), DU2( * ), DUF( * ),
* $ FERR( * ), WORK( * ), X( LDX, * )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> DGTRFS improves the computed solution to a system of linear
*> equations when the coefficient matrix is tridiagonal, and provides
*> error bounds and backward error estimates for the solution.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] TRANS
*> \verbatim
*> TRANS is 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)
*> \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 matrix B. NRHS >= 0.
*> \endverbatim
*>
*> \param[in] DL
*> \verbatim
*> DL is DOUBLE PRECISION array, dimension (N-1)
*> The (n-1) subdiagonal elements of A.
*> \endverbatim
*>
*> \param[in] D
*> \verbatim
*> D is DOUBLE PRECISION array, dimension (N)
*> The diagonal elements of A.
*> \endverbatim
*>
*> \param[in] DU
*> \verbatim
*> DU is DOUBLE PRECISION array, dimension (N-1)
*> The (n-1) superdiagonal elements of A.
*> \endverbatim
*>
*> \param[in] DLF
*> \verbatim
*> DLF is DOUBLE PRECISION array, dimension (N-1)
*> The (n-1) multipliers that define the matrix L from the
*> LU factorization of A as computed by DGTTRF.
*> \endverbatim
*>
*> \param[in] DF
*> \verbatim
*> DF is DOUBLE PRECISION array, dimension (N)
*> The n diagonal elements of the upper triangular matrix U from
*> the LU factorization of A.
*> \endverbatim
*>
*> \param[in] DUF
*> \verbatim
*> DUF is DOUBLE PRECISION array, dimension (N-1)
*> The (n-1) elements of the first superdiagonal of U.
*> \endverbatim
*>
*> \param[in] DU2
*> \verbatim
*> DU2 is DOUBLE PRECISION array, dimension (N-2)
*> The (n-2) elements of the second superdiagonal of U.
*> \endverbatim
*>
*> \param[in] IPIV
*> \verbatim
*> IPIV is INTEGER array, dimension (N)
*> The pivot indices; for 1 <= i <= n, row i of the matrix was
*> interchanged with row IPIV(i). IPIV(i) will always be either
*> i or i+1; IPIV(i) = i indicates a row interchange was not
*> required.
*> \endverbatim
*>
*> \param[in] B
*> \verbatim
*> B is DOUBLE PRECISION 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 DOUBLE PRECISION array, dimension (LDX,NRHS)
*> On entry, the solution matrix X, as computed by DGTTRS.
*> 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] FERR
*> \verbatim
*> FERR is 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.
*> \endverbatim
*>
*> \param[out] BERR
*> \verbatim
*> BERR is 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).
*> \endverbatim
*>
*> \param[out] WORK
*> \verbatim
*> WORK is DOUBLE PRECISION array, dimension (3*N)
*> \endverbatim
*>
*> \param[out] IWORK
*> \verbatim
*> IWORK is INTEGER array, dimension (N)
*> \endverbatim
*>
*> \param[out] INFO
*> \verbatim
*> INFO is INTEGER
*> = 0: successful exit
*> < 0: if INFO = -i, the i-th argument had an illegal value
*> \endverbatim
*
*> \par Internal Parameters:
* =========================
*>
*> \verbatim
*> ITMAX is the maximum number of steps of iterative refinement.
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date December 2016
*
*> \ingroup doubleGTcomputational
*
* =====================================================================
SUBROUTINE DGTRFS( TRANS, N, NRHS, DL, D, DU, DLF, DF, DUF, DU2,
$ IPIV, B, LDB, X, LDX, FERR, BERR, WORK, IWORK,
$ INFO )
*
* -- LAPACK computational routine (version 3.7.0) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* December 2016
*
* .. Scalar Arguments ..
CHARACTER TRANS
INTEGER INFO, LDB, LDX, N, NRHS
* ..
* .. Array Arguments ..
INTEGER IPIV( * ), IWORK( * )
DOUBLE PRECISION B( LDB, * ), BERR( * ), D( * ), DF( * ),
$ DL( * ), DLF( * ), DU( * ), DU2( * ), DUF( * ),
$ FERR( * ), WORK( * ), X( LDX, * )
* ..
*
* =====================================================================
*
* .. Parameters ..
INTEGER ITMAX
PARAMETER ( ITMAX = 5 )
DOUBLE PRECISION ZERO, ONE
PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
DOUBLE PRECISION TWO
PARAMETER ( TWO = 2.0D+0 )
DOUBLE PRECISION THREE
PARAMETER ( THREE = 3.0D+0 )
* ..
* .. Local Scalars ..
LOGICAL NOTRAN
CHARACTER TRANSN, TRANST
INTEGER COUNT, I, J, KASE, NZ
DOUBLE PRECISION EPS, LSTRES, S, SAFE1, SAFE2, SAFMIN
* ..
* .. Local Arrays ..
INTEGER ISAVE( 3 )
* ..
* .. External Subroutines ..
EXTERNAL DAXPY, DCOPY, DGTTRS, DLACN2, DLAGTM, XERBLA
* ..
* .. Intrinsic Functions ..
INTRINSIC ABS, MAX
* ..
* .. External Functions ..
LOGICAL LSAME
DOUBLE PRECISION DLAMCH
EXTERNAL LSAME, DLAMCH
* ..
* .. Executable Statements ..
*
* Test the input parameters.
*
INFO = 0
NOTRAN = LSAME( TRANS, 'N' )
IF( .NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'T' ) .AND. .NOT.
$ LSAME( TRANS, 'C' ) ) THEN
INFO = -1
ELSE IF( N.LT.0 ) THEN
INFO = -2
ELSE IF( NRHS.LT.0 ) THEN
INFO = -3
ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
INFO = -13
ELSE IF( LDX.LT.MAX( 1, N ) ) THEN
INFO = -15
END IF
IF( INFO.NE.0 ) THEN
CALL XERBLA( 'DGTRFS', -INFO )
RETURN
END IF
*
* Quick return if possible
*
IF( N.EQ.0 .OR. NRHS.EQ.0 ) THEN
DO 10 J = 1, NRHS
FERR( J ) = ZERO
BERR( J ) = ZERO
10 CONTINUE
RETURN
END IF
*
IF( NOTRAN ) THEN
TRANSN = 'N'
TRANST = 'T'
ELSE
TRANSN = 'T'
TRANST = 'N'
END IF
*
* NZ = maximum number of nonzero elements in each row of A, plus 1
*
NZ = 4
EPS = DLAMCH( 'Epsilon' )
SAFMIN = DLAMCH( 'Safe minimum' )
SAFE1 = NZ*SAFMIN
SAFE2 = SAFE1 / EPS
*
* Do for each right hand side
*
DO 110 J = 1, NRHS
*
COUNT = 1
LSTRES = THREE
20 CONTINUE
*
* 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.
*
CALL DCOPY( N, B( 1, J ), 1, WORK( N+1 ), 1 )
CALL DLAGTM( TRANS, N, 1, -ONE, DL, D, DU, X( 1, J ), LDX, ONE,
$ WORK( N+1 ), N )
*
* Compute abs(op(A))*abs(x) + abs(b) for use in the backward
* error bound.
*
IF( NOTRAN ) THEN
IF( N.EQ.1 ) THEN
WORK( 1 ) = ABS( B( 1, J ) ) + ABS( D( 1 )*X( 1, J ) )
ELSE
WORK( 1 ) = ABS( B( 1, J ) ) + ABS( D( 1 )*X( 1, J ) ) +
$ ABS( DU( 1 )*X( 2, J ) )
DO 30 I = 2, N - 1
WORK( I ) = ABS( B( I, J ) ) +
$ ABS( DL( I-1 )*X( I-1, J ) ) +
$ ABS( D( I )*X( I, J ) ) +
$ ABS( DU( I )*X( I+1, J ) )
30 CONTINUE
WORK( N ) = ABS( B( N, J ) ) +
$ ABS( DL( N-1 )*X( N-1, J ) ) +
$ ABS( D( N )*X( N, J ) )
END IF
ELSE
IF( N.EQ.1 ) THEN
WORK( 1 ) = ABS( B( 1, J ) ) + ABS( D( 1 )*X( 1, J ) )
ELSE
WORK( 1 ) = ABS( B( 1, J ) ) + ABS( D( 1 )*X( 1, J ) ) +
$ ABS( DL( 1 )*X( 2, J ) )
DO 40 I = 2, N - 1
WORK( I ) = ABS( B( I, J ) ) +
$ ABS( DU( I-1 )*X( I-1, J ) ) +
$ ABS( D( I )*X( I, J ) ) +
$ ABS( DL( I )*X( I+1, J ) )
40 CONTINUE
WORK( N ) = ABS( B( N, J ) ) +
$ ABS( DU( N-1 )*X( N-1, J ) ) +
$ ABS( D( N )*X( N, J ) )
END IF
END IF
*
* 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.
*
S = ZERO
DO 50 I = 1, N
IF( WORK( I ).GT.SAFE2 ) THEN
S = MAX( S, ABS( WORK( N+I ) ) / WORK( I ) )
ELSE
S = MAX( S, ( ABS( WORK( N+I ) )+SAFE1 ) /
$ ( WORK( I )+SAFE1 ) )
END IF
50 CONTINUE
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 ).GT.EPS .AND. TWO*BERR( J ).LE.LSTRES .AND.
$ COUNT.LE.ITMAX ) THEN
*
* Update solution and try again.
*
CALL DGTTRS( TRANS, N, 1, DLF, DF, DUF, DU2, IPIV,
$ WORK( N+1 ), N, INFO )
CALL DAXPY( N, ONE, WORK( N+1 ), 1, X( 1, J ), 1 )
LSTRES = BERR( J )
COUNT = COUNT + 1
GO TO 20
END IF
*
* 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) )))
*
DO 60 I = 1, N
IF( WORK( I ).GT.SAFE2 ) THEN
WORK( I ) = ABS( WORK( N+I ) ) + NZ*EPS*WORK( I )
ELSE
WORK( I ) = ABS( WORK( N+I ) ) + NZ*EPS*WORK( I ) + SAFE1
END IF
60 CONTINUE
*
KASE = 0
70 CONTINUE
CALL DLACN2( N, WORK( 2*N+1 ), WORK( N+1 ), IWORK, FERR( J ),
$ KASE, ISAVE )
IF( KASE.NE.0 ) THEN
IF( KASE.EQ.1 ) THEN
*
* Multiply by diag(W)*inv(op(A)**T).
*
CALL DGTTRS( TRANST, N, 1, DLF, DF, DUF, DU2, IPIV,
$ WORK( N+1 ), N, INFO )
DO 80 I = 1, N
WORK( N+I ) = WORK( I )*WORK( N+I )
80 CONTINUE
ELSE
*
* Multiply by inv(op(A))*diag(W).
*
DO 90 I = 1, N
WORK( N+I ) = WORK( I )*WORK( N+I )
90 CONTINUE
CALL DGTTRS( TRANSN, N, 1, DLF, DF, DUF, DU2, IPIV,
$ WORK( N+1 ), N, INFO )
END IF
GO TO 70
END IF
*
* Normalize error.
*
LSTRES = ZERO
DO 100 I = 1, N
LSTRES = MAX( LSTRES, ABS( X( I, J ) ) )
100 CONTINUE
IF( LSTRES.NE.ZERO )
$ FERR( J ) = FERR( J ) / LSTRES
*
110 CONTINUE
*
RETURN
*
* End of DGTRFS
*
END