dla_porfsx_extended.f(3)

NAME
dla_porfsx_extended.f -

SYNOPSIS

  Functions/Subroutines
subroutine DLA_PORFSX_EXTENDED (PREC_TYPE, UPLO, N, NRHS, A, LDA, AF, LDAF, COLEQU, C, B, LDB, Y, LDY, BERR_OUT, N_NORMS, ERR_BNDS_NORM, ERR_BNDS_COMP, RES, AYB, DY, Y_TAIL, RCOND, ITHRESH, RTHRESH, DZ_UB, IGNORE_CWISE, INFO)
DLA_PORFSX_EXTENDED

Function/Subroutine Documentation

  subroutine DLA_PORFSX_EXTENDED (INTEGERPREC_TYPE, CHARACTERUPLO, INTEGERN, INTEGERNRHS, DOUBLE PRECISION, dimension( lda, * )A, INTEGERLDA, DOUBLE PRECISION, dimension( ldaf, * )AF, INTEGERLDAF, LOGICALCOLEQU, DOUBLE PRECISION, dimension( * )C, DOUBLE PRECISION, dimension( ldb, * )B, INTEGERLDB, DOUBLE PRECISION, dimension( ldy, * )Y, INTEGERLDY, DOUBLE PRECISION, dimension( * )BERR_OUT, INTEGERN_NORMS, DOUBLE PRECISION, dimension( nrhs, * )ERR_BNDS_NORM, DOUBLE PRECISION, dimension( nrhs, * )ERR_BNDS_COMP, DOUBLE PRECISION, dimension( * )RES, DOUBLE PRECISION, dimension(*)AYB, DOUBLE PRECISION, dimension( * )DY, DOUBLE PRECISION, dimension( * )Y_TAIL, DOUBLE PRECISIONRCOND, INTEGERITHRESH, DOUBLE PRECISIONRTHRESH, DOUBLE PRECISIONDZ_UB, LOGICALIGNORE_CWISE, INTEGERINFO)

DLA_PORFSX_EXTENDED

Purpose:

     DLA_PORFSX_EXTENDED improves the computed solution to a system of
     linear equations by performing extra-precise iterative refinement
     and provides error bounds and backward error estimates for the solution.
     This subroutine is called by DPORFSX to perform iterative refinement.
     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. Note that this
     subroutine is only resonsible for setting the second fields of
     ERR_BNDS_NORM and ERR_BNDS_COMP.

Parameters:
    PREC_TYPE

              PREC_TYPE is INTEGER
         Specifies the intermediate precision to be used in refinement.
         The value is defined by ILAPREC(P) where P is a CHARACTER and
         P    = 'S':  Single
              = 'D':  Double
              = 'I':  Indigenous
              = 'X', 'E':  Extra

    UPLO

              UPLO is CHARACTER*1
           = 'U':  Upper triangle of A is stored;
           = 'L':  Lower triangle of A is stored.

    N

              N is INTEGER
         The number of linear equations, i.e., the order of the
         matrix A.  N >= 0.

    NRHS

              NRHS is INTEGER
         The number of right-hand-sides, i.e., the number of columns of the
         matrix B.

    A

              A is DOUBLE PRECISION array, dimension (LDA,N)
         On entry, the N-by-N matrix A.

    LDA

              LDA is INTEGER
         The leading dimension of the array A.  LDA >= max(1,N).

    AF

              AF is DOUBLE PRECISION array, dimension (LDAF,N)
         The triangular factor U or L from the Cholesky factorization
         A = U**T*U or A = L*L**T, as computed by DPOTRF.

    LDAF

              LDAF is INTEGER
         The leading dimension of the array AF.  LDAF >= max(1,N).

    COLEQU

              COLEQU is LOGICAL
         If .TRUE. then column equilibration was done to A before calling
         this routine. This is needed to compute the solution and error
         bounds correctly.

    C

              C is DOUBLE PRECISION array, dimension (N)
         The column scale factors for A. If COLEQU = .FALSE., C
         is not accessed. If C is input, each element of C 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.

    B

              B is DOUBLE PRECISION array, dimension (LDB,NRHS)
         The right-hand-side matrix B.

    LDB

              LDB is INTEGER
         The leading dimension of the array B.  LDB >= max(1,N).

    Y

              Y is DOUBLE PRECISION array, dimension
                        (LDY,NRHS)
         On entry, the solution matrix X, as computed by DPOTRS.
         On exit, the improved solution matrix Y.

    LDY

              LDY is INTEGER
         The leading dimension of the array Y.  LDY >= max(1,N).

    BERR_OUT

              BERR_OUT is DOUBLE PRECISION array, dimension (NRHS)
         On exit, BERR_OUT(j) contains the componentwise relative backward
         error for right-hand-side j from the formula
             max(i) ( abs(RES(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) )
         where abs(Z) is the componentwise absolute value of the matrix
         or vector Z. This is computed by DLA_LIN_BERR.

    N_NORMS

              N_NORMS is INTEGER
         Determines which error bounds to return (see ERR_BNDS_NORM
         and ERR_BNDS_COMP).
         If N_NORMS >= 1 return normwise error bounds.
         If N_NORMS >= 2 return componentwise error bounds.

    ERR_BNDS_NORM

              ERR_BNDS_NORM is DOUBLE PRECISION 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.
         This subroutine is only responsible for setting the second field
         above.
         See Lapack Working Note 165 for further details and extra
         cautions.

    ERR_BNDS_COMP

              ERR_BNDS_COMP is DOUBLE PRECISION 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 .LT. 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.
         This subroutine is only responsible for setting the second field
         above.
         See Lapack Working Note 165 for further details and extra
         cautions.

    RES

              RES is DOUBLE PRECISION array, dimension (N)
         Workspace to hold the intermediate residual.

    AYB

              AYB is DOUBLE PRECISION array, dimension (N)
         Workspace. This can be the same workspace passed for Y_TAIL.

    DY

              DY is DOUBLE PRECISION array, dimension (N)
         Workspace to hold the intermediate solution.

    Y_TAIL

              Y_TAIL is DOUBLE PRECISION array, dimension (N)
         Workspace to hold the trailing bits of the intermediate solution.

    RCOND

              RCOND is DOUBLE PRECISION
         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.

    ITHRESH

              ITHRESH is INTEGER
         The maximum number of residual computations allowed for
         refinement. The default is 10. For '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.

    RTHRESH

              RTHRESH is DOUBLE PRECISION
         Determines when to stop refinement if the error estimate stops
         decreasing. Refinement will stop when the next solution no longer
         satisfies norm(dx_{i+1}) < RTHRESH * norm(dx_i) where norm(Z) is
         the infinity norm of Z. RTHRESH satisfies 0 < RTHRESH <= 1. The
         default value is 0.5. For 'aggressive' set to 0.9 to permit
         convergence on extremely ill-conditioned matrices. See LAWN 165
         for more details.

    DZ_UB

              DZ_UB is DOUBLE PRECISION
         Determines when to start considering componentwise convergence.
         Componentwise convergence is only considered after each component
         of the solution Y is stable, which we definte as the relative
         change in each component being less than DZ_UB. The default value
         is 0.25, requiring the first bit to be stable. See LAWN 165 for
         more details.

    IGNORE_CWISE

              IGNORE_CWISE is LOGICAL
         If .TRUE. then ignore componentwise convergence. Default value
         is .FALSE..

    INFO

              INFO is INTEGER
           = 0:  Successful exit.
           < 0:  if INFO = -i, the ith argument to DPOTRS had an illegal
                 value

Author:
    Univ'. of Tennessee

    Univ'. of California Berkeley

    Univ'. of Colorado Denver

    NAG Ltd'.

Date:
    November 2011

Definition at line 385 of file dla_porfsx_extended.f'.

Author

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