1       SUBROUTINE DGERFS( TRANS, N, NRHS, A, LDA, AF, LDAF, IPIV, B, LDB,
  2      $                   X, LDX, FERR, BERR, WORK, IWORK, INFO )
  3 *
  4 *  -- LAPACK routine (version 3.2) --
  5 *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
  6 *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  7 *     November 2006
  8 *
  9 *     Modified to call DLACN2 in place of DLACON, 5 Feb 03, SJH.
 10 *
 11 *     .. Scalar Arguments ..
 12       CHARACTER          TRANS
 13       INTEGER            INFO, LDA, LDAF, LDB, LDX, N, NRHS
 14 *     ..
 15 *     .. Array Arguments ..
 16       INTEGER            IPIV( * ), IWORK( * )
 17       DOUBLE PRECISION   A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
 18      $                   BERR( * ), FERR( * ), WORK( * ), X( LDX, * )
 19 *     ..
 20 *
 21 *  Purpose
 22 *  =======
 23 *
 24 *  DGERFS improves the computed solution to a system of linear
 25 *  equations and provides error bounds and backward error estimates for
 26 *  the solution.
 27 *
 28 *  Arguments
 29 *  =========
 30 *
 31 *  TRANS   (input) CHARACTER*1
 32 *          Specifies the form of the system of equations:
 33 *          = 'N':  A * X = B     (No transpose)
 34 *          = 'T':  A**T * X = B  (Transpose)
 35 *          = 'C':  A**H * X = B  (Conjugate transpose = Transpose)
 36 *
 37 *  N       (input) INTEGER
 38 *          The order of the matrix A.  N >= 0.
 39 *
 40 *  NRHS    (input) INTEGER
 41 *          The number of right hand sides, i.e., the number of columns
 42 *          of the matrices B and X.  NRHS >= 0.
 43 *
 44 *  A       (input) DOUBLE PRECISION array, dimension (LDA,N)
 45 *          The original N-by-N matrix A.
 46 *
 47 *  LDA     (input) INTEGER
 48 *          The leading dimension of the array A.  LDA >= max(1,N).
 49 *
 50 *  AF      (input) DOUBLE PRECISION array, dimension (LDAF,N)
 51 *          The factors L and U from the factorization A = P*L*U
 52 *          as computed by DGETRF.
 53 *
 54 *  LDAF    (input) INTEGER
 55 *          The leading dimension of the array AF.  LDAF >= max(1,N).
 56 *
 57 *  IPIV    (input) INTEGER array, dimension (N)
 58 *          The pivot indices from DGETRF; for 1<=i<=N, row i of the
 59 *          matrix was interchanged with row IPIV(i).
 60 *
 61 *  B       (input) DOUBLE PRECISION array, dimension (LDB,NRHS)
 62 *          The right hand side matrix B.
 63 *
 64 *  LDB     (input) INTEGER
 65 *          The leading dimension of the array B.  LDB >= max(1,N).
 66 *
 67 *  X       (input/output) DOUBLE PRECISION array, dimension (LDX,NRHS)
 68 *          On entry, the solution matrix X, as computed by DGETRS.
 69 *          On exit, the improved solution matrix X.
 70 *
 71 *  LDX     (input) INTEGER
 72 *          The leading dimension of the array X.  LDX >= max(1,N).
 73 *
 74 *  FERR    (output) DOUBLE PRECISION array, dimension (NRHS)
 75 *          The estimated forward error bound for each solution vector
 76 *          X(j) (the j-th column of the solution matrix X).
 77 *          If XTRUE is the true solution corresponding to X(j), FERR(j)
 78 *          is an estimated upper bound for the magnitude of the largest
 79 *          element in (X(j) - XTRUE) divided by the magnitude of the
 80 *          largest element in X(j).  The estimate is as reliable as
 81 *          the estimate for RCOND, and is almost always a slight
 82 *          overestimate of the true error.
 83 *
 84 *  BERR    (output) DOUBLE PRECISION array, dimension (NRHS)
 85 *          The componentwise relative backward error of each solution
 86 *          vector X(j) (i.e., the smallest relative change in
 87 *          any element of A or B that makes X(j) an exact solution).
 88 *
 89 *  WORK    (workspace) DOUBLE PRECISION array, dimension (3*N)
 90 *
 91 *  IWORK   (workspace) INTEGER array, dimension (N)
 92 *
 93 *  INFO    (output) INTEGER
 94 *          = 0:  successful exit
 95 *          < 0:  if INFO = -i, the i-th argument had an illegal value
 96 *
 97 *  Internal Parameters
 98 *  ===================
 99 *
100 *  ITMAX is the maximum number of steps of iterative refinement.
101 *
102 *  =====================================================================
103 *
104 *     .. Parameters ..
105       INTEGER            ITMAX
106       PARAMETER          ( ITMAX = 5 )
107       DOUBLE PRECISION   ZERO
108       PARAMETER          ( ZERO = 0.0D+0 )
109       DOUBLE PRECISION   ONE
110       PARAMETER          ( ONE = 1.0D+0 )
111       DOUBLE PRECISION   TWO
112       PARAMETER          ( TWO = 2.0D+0 )
113       DOUBLE PRECISION   THREE
114       PARAMETER          ( THREE = 3.0D+0 )
115 *     ..
116 *     .. Local Scalars ..
117       LOGICAL            NOTRAN
118       CHARACTER          TRANST
119       INTEGER            COUNT, I, J, K, KASE, NZ
120       DOUBLE PRECISION   EPS, LSTRES, S, SAFE1, SAFE2, SAFMIN, XK
121 *     ..
122 *     .. Local Arrays ..
123       INTEGER            ISAVE( 3 )
124 *     ..
125 *     .. External Subroutines ..
126       EXTERNAL           DAXPY, DCOPY, DGEMV, DGETRS, DLACN2, XERBLA
127 *     ..
128 *     .. Intrinsic Functions ..
129       INTRINSIC          ABSMAX
130 *     ..
131 *     .. External Functions ..
132       LOGICAL            LSAME
133       DOUBLE PRECISION   DLAMCH
134       EXTERNAL           LSAME, DLAMCH
135 *     ..
136 *     .. Executable Statements ..
137 *
138 *     Test the input parameters.
139 *
140       INFO = 0
141       NOTRAN = LSAME( TRANS, 'N' )
142       IF.NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'T' ) .AND. .NOT.
143      $    LSAME( TRANS, 'C' ) ) THEN
144          INFO = -1
145       ELSE IF( N.LT.0 ) THEN
146          INFO = -2
147       ELSE IF( NRHS.LT.0 ) THEN
148          INFO = -3
149       ELSE IF( LDA.LT.MAX1, N ) ) THEN
150          INFO = -5
151       ELSE IF( LDAF.LT.MAX1, N ) ) THEN
152          INFO = -7
153       ELSE IF( LDB.LT.MAX1, N ) ) THEN
154          INFO = -10
155       ELSE IF( LDX.LT.MAX1, N ) ) THEN
156          INFO = -12
157       END IF
158       IF( INFO.NE.0 ) THEN
159          CALL XERBLA( 'DGERFS'-INFO )
160          RETURN
161       END IF
162 *
163 *     Quick return if possible
164 *
165       IF( N.EQ.0 .OR. NRHS.EQ.0 ) THEN
166          DO 10 J = 1, NRHS
167             FERR( J ) = ZERO
168             BERR( J ) = ZERO
169    10    CONTINUE
170          RETURN
171       END IF
172 *
173       IF( NOTRAN ) THEN
174          TRANST = 'T'
175       ELSE
176          TRANST = 'N'
177       END IF
178 *
179 *     NZ = maximum number of nonzero elements in each row of A, plus 1
180 *
181       NZ = N + 1
182       EPS = DLAMCH( 'Epsilon' )
183       SAFMIN = DLAMCH( 'Safe minimum' )
184       SAFE1 = NZ*SAFMIN
185       SAFE2 = SAFE1 / EPS
186 *
187 *     Do for each right hand side
188 *
189       DO 140 J = 1, NRHS
190 *
191          COUNT = 1
192          LSTRES = THREE
193    20    CONTINUE
194 *
195 *        Loop until stopping criterion is satisfied.
196 *
197 *        Compute residual R = B - op(A) * X,
198 *        where op(A) = A, A**T, or A**H, depending on TRANS.
199 *
200          CALL DCOPY( N, B( 1, J ), 1, WORK( N+1 ), 1 )
201          CALL DGEMV( TRANS, N, N, -ONE, A, LDA, X( 1, J ), 1, ONE,
202      $               WORK( N+1 ), 1 )
203 *
204 *        Compute componentwise relative backward error from formula
205 *
206 *        max(i) ( abs(R(i)) / ( abs(op(A))*abs(X) + abs(B) )(i) )
207 *
208 *        where abs(Z) is the componentwise absolute value of the matrix
209 *        or vector Z.  If the i-th component of the denominator is less
210 *        than SAFE2, then SAFE1 is added to the i-th components of the
211 *        numerator and denominator before dividing.
212 *
213          DO 30 I = 1, N
214             WORK( I ) = ABS( B( I, J ) )
215    30    CONTINUE
216 *
217 *        Compute abs(op(A))*abs(X) + abs(B).
218 *
219          IF( NOTRAN ) THEN
220             DO 50 K = 1, N
221                XK = ABS( X( K, J ) )
222                DO 40 I = 1, N
223                   WORK( I ) = WORK( I ) + ABS( A( I, K ) )*XK
224    40          CONTINUE
225    50       CONTINUE
226          ELSE
227             DO 70 K = 1, N
228                S = ZERO
229                DO 60 I = 1, N
230                   S = S + ABS( A( I, K ) )*ABS( X( I, J ) )
231    60          CONTINUE
232                WORK( K ) = WORK( K ) + S
233    70       CONTINUE
234          END IF
235          S = ZERO
236          DO 80 I = 1, N
237             IF( WORK( I ).GT.SAFE2 ) THEN
238                S = MAX( S, ABS( WORK( N+I ) ) / WORK( I ) )
239             ELSE
240                S = MAX( S, ( ABS( WORK( N+I ) )+SAFE1 ) /
241      $             ( WORK( I )+SAFE1 ) )
242             END IF
243    80    CONTINUE
244          BERR( J ) = S
245 *
246 *        Test stopping criterion. Continue iterating if
247 *           1) The residual BERR(J) is larger than machine epsilon, and
248 *           2) BERR(J) decreased by at least a factor of 2 during the
249 *              last iteration, and
250 *           3) At most ITMAX iterations tried.
251 *
252          IF( BERR( J ).GT.EPS .AND. TWO*BERR( J ).LE.LSTRES .AND.
253      $       COUNT.LE.ITMAX ) THEN
254 *
255 *           Update solution and try again.
256 *
257             CALL DGETRS( TRANS, N, 1, AF, LDAF, IPIV, WORK( N+1 ), N,
258      $                   INFO )
259             CALL DAXPY( N, ONE, WORK( N+1 ), 1, X( 1, J ), 1 )
260             LSTRES = BERR( J )
261             COUNT = COUNT + 1
262             GO TO 20
263          END IF
264 *
265 *        Bound error from formula
266 *
267 *        norm(X - XTRUE) / norm(X) .le. FERR =
268 *        norm( abs(inv(op(A)))*
269 *           ( abs(R) + NZ*EPS*( abs(op(A))*abs(X)+abs(B) ))) / norm(X)
270 *
271 *        where
272 *          norm(Z) is the magnitude of the largest component of Z
273 *          inv(op(A)) is the inverse of op(A)
274 *          abs(Z) is the componentwise absolute value of the matrix or
275 *             vector Z
276 *          NZ is the maximum number of nonzeros in any row of A, plus 1
277 *          EPS is machine epsilon
278 *
279 *        The i-th component of abs(R)+NZ*EPS*(abs(op(A))*abs(X)+abs(B))
280 *        is incremented by SAFE1 if the i-th component of
281 *        abs(op(A))*abs(X) + abs(B) is less than SAFE2.
282 *
283 *        Use DLACN2 to estimate the infinity-norm of the matrix
284 *           inv(op(A)) * diag(W),
285 *        where W = abs(R) + NZ*EPS*( abs(op(A))*abs(X)+abs(B) )))
286 *
287          DO 90 I = 1, N
288             IF( WORK( I ).GT.SAFE2 ) THEN
289                WORK( I ) = ABS( WORK( N+I ) ) + NZ*EPS*WORK( I )
290             ELSE
291                WORK( I ) = ABS( WORK( N+I ) ) + NZ*EPS*WORK( I ) + SAFE1
292             END IF
293    90    CONTINUE
294 *
295          KASE = 0
296   100    CONTINUE
297          CALL DLACN2( N, WORK( 2*N+1 ), WORK( N+1 ), IWORK, FERR( J ),
298      $                KASE, ISAVE )
299          IF( KASE.NE.0 ) THEN
300             IF( KASE.EQ.1 ) THEN
301 *
302 *              Multiply by diag(W)*inv(op(A)**T).
303 *
304                CALL DGETRS( TRANST, N, 1, AF, LDAF, IPIV, WORK( N+1 ),
305      $                      N, INFO )
306                DO 110 I = 1, N
307                   WORK( N+I ) = WORK( I )*WORK( N+I )
308   110          CONTINUE
309             ELSE
310 *
311 *              Multiply by inv(op(A))*diag(W).
312 *
313                DO 120 I = 1, N
314                   WORK( N+I ) = WORK( I )*WORK( N+I )
315   120          CONTINUE
316                CALL DGETRS( TRANS, N, 1, AF, LDAF, IPIV, WORK( N+1 ), N,
317      $                      INFO )
318             END IF
319             GO TO 100
320          END IF
321 *
322 *        Normalize error.
323 *
324          LSTRES = ZERO
325          DO 130 I = 1, N
326             LSTRES = MAX( LSTRES, ABS( X( I, J ) ) )
327   130    CONTINUE
328          IF( LSTRES.NE.ZERO )
329      $      FERR( J ) = FERR( J ) / LSTRES
330 *
331   140 CONTINUE
332 *
333       RETURN
334 *
335 *     End of DGERFS
336 *
337       END