1       SUBROUTINE DTPRFS( UPLO, TRANS, DIAG, N, NRHS, AP, B, LDB, X, LDX,
  2      $                   FERR, BERR, WORK, IWORK, INFO )
  3 *
  4 *  -- LAPACK routine (version 3.3.1) --
  5 *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
  6 *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  7 *  -- April 2011                                                      --
  8 *
  9 *     Modified to call DLACN2 in place of DLACON, 5 Feb 03, SJH.
 10 *
 11 *     .. Scalar Arguments ..
 12       CHARACTER          DIAG, TRANS, UPLO
 13       INTEGER            INFO, LDB, LDX, N, NRHS
 14 *     ..
 15 *     .. Array Arguments ..
 16       INTEGER            IWORK( * )
 17       DOUBLE PRECISION   AP( * ), B( LDB, * ), BERR( * ), FERR( * ),
 18      $                   WORK( * ), X( LDX, * )
 19 *     ..
 20 *
 21 *  Purpose
 22 *  =======
 23 *
 24 *  DTPRFS provides error bounds and backward error estimates for the
 25 *  solution to a system of linear equations with a triangular packed
 26 *  coefficient matrix.
 27 *
 28 *  The solution matrix X must be computed by DTPTRS or some other
 29 *  means before entering this routine.  DTPRFS does not do iterative
 30 *  refinement because doing so cannot improve the backward error.
 31 *
 32 *  Arguments
 33 *  =========
 34 *
 35 *  UPLO    (input) CHARACTER*1
 36 *          = 'U':  A is upper triangular;
 37 *          = 'L':  A is lower triangular.
 38 *
 39 *  TRANS   (input) CHARACTER*1
 40 *          Specifies the form of the system of equations:
 41 *          = 'N':  A * X = B  (No transpose)
 42 *          = 'T':  A**T * X = B  (Transpose)
 43 *          = 'C':  A**H * X = B  (Conjugate transpose = Transpose)
 44 *
 45 *  DIAG    (input) CHARACTER*1
 46 *          = 'N':  A is non-unit triangular;
 47 *          = 'U':  A is unit triangular.
 48 *
 49 *  N       (input) INTEGER
 50 *          The order of the matrix A.  N >= 0.
 51 *
 52 *  NRHS    (input) INTEGER
 53 *          The number of right hand sides, i.e., the number of columns
 54 *          of the matrices B and X.  NRHS >= 0.
 55 *
 56 *  AP      (input) DOUBLE PRECISION array, dimension (N*(N+1)/2)
 57 *          The upper or lower triangular matrix A, packed columnwise in
 58 *          a linear array.  The j-th column of A is stored in the array
 59 *          AP as follows:
 60 *          if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
 61 *          if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
 62 *          If DIAG = 'U', the diagonal elements of A are not referenced
 63 *          and are assumed to be 1.
 64 *
 65 *  B       (input) DOUBLE PRECISION array, dimension (LDB,NRHS)
 66 *          The right hand side matrix B.
 67 *
 68 *  LDB     (input) INTEGER
 69 *          The leading dimension of the array B.  LDB >= max(1,N).
 70 *
 71 *  X       (input) DOUBLE PRECISION array, dimension (LDX,NRHS)
 72 *          The solution matrix X.
 73 *
 74 *  LDX     (input) INTEGER
 75 *          The leading dimension of the array X.  LDX >= max(1,N).
 76 *
 77 *  FERR    (output) DOUBLE PRECISION array, dimension (NRHS)
 78 *          The estimated forward error bound for each solution vector
 79 *          X(j) (the j-th column of the solution matrix X).
 80 *          If XTRUE is the true solution corresponding to X(j), FERR(j)
 81 *          is an estimated upper bound for the magnitude of the largest
 82 *          element in (X(j) - XTRUE) divided by the magnitude of the
 83 *          largest element in X(j).  The estimate is as reliable as
 84 *          the estimate for RCOND, and is almost always a slight
 85 *          overestimate of the true error.
 86 *
 87 *  BERR    (output) DOUBLE PRECISION array, dimension (NRHS)
 88 *          The componentwise relative backward error of each solution
 89 *          vector X(j) (i.e., the smallest relative change in
 90 *          any element of A or B that makes X(j) an exact solution).
 91 *
 92 *  WORK    (workspace) DOUBLE PRECISION array, dimension (3*N)
 93 *
 94 *  IWORK   (workspace) INTEGER array, dimension (N)
 95 *
 96 *  INFO    (output) INTEGER
 97 *          = 0:  successful exit
 98 *          < 0:  if INFO = -i, the i-th argument had an illegal value
 99 *
100 *  =====================================================================
101 *
102 *     .. Parameters ..
103       DOUBLE PRECISION   ZERO
104       PARAMETER          ( ZERO = 0.0D+0 )
105       DOUBLE PRECISION   ONE
106       PARAMETER          ( ONE = 1.0D+0 )
107 *     ..
108 *     .. Local Scalars ..
109       LOGICAL            NOTRAN, NOUNIT, UPPER
110       CHARACTER          TRANST
111       INTEGER            I, J, K, KASE, KC, NZ
112       DOUBLE PRECISION   EPS, LSTRES, S, SAFE1, SAFE2, SAFMIN, XK
113 *     ..
114 *     .. Local Arrays ..
115       INTEGER            ISAVE( 3 )
116 *     ..
117 *     .. External Subroutines ..
118       EXTERNAL           DAXPY, DCOPY, DLACN2, DTPMV, DTPSV, XERBLA
119 *     ..
120 *     .. Intrinsic Functions ..
121       INTRINSIC          ABSMAX
122 *     ..
123 *     .. External Functions ..
124       LOGICAL            LSAME
125       DOUBLE PRECISION   DLAMCH
126       EXTERNAL           LSAME, DLAMCH
127 *     ..
128 *     .. Executable Statements ..
129 *
130 *     Test the input parameters.
131 *
132       INFO = 0
133       UPPER = LSAME( UPLO, 'U' )
134       NOTRAN = LSAME( TRANS, 'N' )
135       NOUNIT = LSAME( DIAG, 'N' )
136 *
137       IF.NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
138          INFO = -1
139       ELSE IF.NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'T' ) .AND. .NOT.
140      $         LSAME( TRANS, 'C' ) ) THEN
141          INFO = -2
142       ELSE IF.NOT.NOUNIT .AND. .NOT.LSAME( DIAG, 'U' ) ) THEN
143          INFO = -3
144       ELSE IF( N.LT.0 ) THEN
145          INFO = -4
146       ELSE IF( NRHS.LT.0 ) THEN
147          INFO = -5
148       ELSE IF( LDB.LT.MAX1, N ) ) THEN
149          INFO = -8
150       ELSE IF( LDX.LT.MAX1, N ) ) THEN
151          INFO = -10
152       END IF
153       IF( INFO.NE.0 ) THEN
154          CALL XERBLA( 'DTPRFS'-INFO )
155          RETURN
156       END IF
157 *
158 *     Quick return if possible
159 *
160       IF( N.EQ.0 .OR. NRHS.EQ.0 ) THEN
161          DO 10 J = 1, NRHS
162             FERR( J ) = ZERO
163             BERR( J ) = ZERO
164    10    CONTINUE
165          RETURN
166       END IF
167 *
168       IF( NOTRAN ) THEN
169          TRANST = 'T'
170       ELSE
171          TRANST = 'N'
172       END IF
173 *
174 *     NZ = maximum number of nonzero elements in each row of A, plus 1
175 *
176       NZ = N + 1
177       EPS = DLAMCH( 'Epsilon' )
178       SAFMIN = DLAMCH( 'Safe minimum' )
179       SAFE1 = NZ*SAFMIN
180       SAFE2 = SAFE1 / EPS
181 *
182 *     Do for each right hand side
183 *
184       DO 250 J = 1, NRHS
185 *
186 *        Compute residual R = B - op(A) * X,
187 *        where op(A) = A or A**T, depending on TRANS.
188 *
189          CALL DCOPY( N, X( 1, J ), 1, WORK( N+1 ), 1 )
190          CALL DTPMV( UPLO, TRANS, DIAG, N, AP, WORK( N+1 ), 1 )
191          CALL DAXPY( N, -ONE, B( 1, J ), 1, WORK( N+1 ), 1 )
192 *
193 *        Compute componentwise relative backward error from formula
194 *
195 *        max(i) ( abs(R(i)) / ( abs(op(A))*abs(X) + abs(B) )(i) )
196 *
197 *        where abs(Z) is the componentwise absolute value of the matrix
198 *        or vector Z.  If the i-th component of the denominator is less
199 *        than SAFE2, then SAFE1 is added to the i-th components of the
200 *        numerator and denominator before dividing.
201 *
202          DO 20 I = 1, N
203             WORK( I ) = ABS( B( I, J ) )
204    20    CONTINUE
205 *
206          IF( NOTRAN ) THEN
207 *
208 *           Compute abs(A)*abs(X) + abs(B).
209 *
210             IF( UPPER ) THEN
211                KC = 1
212                IF( NOUNIT ) THEN
213                   DO 40 K = 1, N
214                      XK = ABS( X( K, J ) )
215                      DO 30 I = 1, K
216                         WORK( I ) = WORK( I ) + ABS( AP( KC+I-1 ) )*XK
217    30                CONTINUE
218                      KC = KC + K
219    40             CONTINUE
220                ELSE
221                   DO 60 K = 1, N
222                      XK = ABS( X( K, J ) )
223                      DO 50 I = 1, K - 1
224                         WORK( I ) = WORK( I ) + ABS( AP( KC+I-1 ) )*XK
225    50                CONTINUE
226                      WORK( K ) = WORK( K ) + XK
227                      KC = KC + K
228    60             CONTINUE
229                END IF
230             ELSE
231                KC = 1
232                IF( NOUNIT ) THEN
233                   DO 80 K = 1, N
234                      XK = ABS( X( K, J ) )
235                      DO 70 I = K, N
236                         WORK( I ) = WORK( I ) + ABS( AP( KC+I-K ) )*XK
237    70                CONTINUE
238                      KC = KC + N - K + 1
239    80             CONTINUE
240                ELSE
241                   DO 100 K = 1, N
242                      XK = ABS( X( K, J ) )
243                      DO 90 I = K + 1, N
244                         WORK( I ) = WORK( I ) + ABS( AP( KC+I-K ) )*XK
245    90                CONTINUE
246                      WORK( K ) = WORK( K ) + XK
247                      KC = KC + N - K + 1
248   100             CONTINUE
249                END IF
250             END IF
251          ELSE
252 *
253 *           Compute abs(A**T)*abs(X) + abs(B).
254 *
255             IF( UPPER ) THEN
256                KC = 1
257                IF( NOUNIT ) THEN
258                   DO 120 K = 1, N
259                      S = ZERO
260                      DO 110 I = 1, K
261                         S = S + ABS( AP( KC+I-1 ) )*ABS( X( I, J ) )
262   110                CONTINUE
263                      WORK( K ) = WORK( K ) + S
264                      KC = KC + K
265   120             CONTINUE
266                ELSE
267                   DO 140 K = 1, N
268                      S = ABS( X( K, J ) )
269                      DO 130 I = 1, K - 1
270                         S = S + ABS( AP( KC+I-1 ) )*ABS( X( I, J ) )
271   130                CONTINUE
272                      WORK( K ) = WORK( K ) + S
273                      KC = KC + K
274   140             CONTINUE
275                END IF
276             ELSE
277                KC = 1
278                IF( NOUNIT ) THEN
279                   DO 160 K = 1, N
280                      S = ZERO
281                      DO 150 I = K, N
282                         S = S + ABS( AP( KC+I-K ) )*ABS( X( I, J ) )
283   150                CONTINUE
284                      WORK( K ) = WORK( K ) + S
285                      KC = KC + N - K + 1
286   160             CONTINUE
287                ELSE
288                   DO 180 K = 1, N
289                      S = ABS( X( K, J ) )
290                      DO 170 I = K + 1, N
291                         S = S + ABS( AP( KC+I-K ) )*ABS( X( I, J ) )
292   170                CONTINUE
293                      WORK( K ) = WORK( K ) + S
294                      KC = KC + N - K + 1
295   180             CONTINUE
296                END IF
297             END IF
298          END IF
299          S = ZERO
300          DO 190 I = 1, N
301             IF( WORK( I ).GT.SAFE2 ) THEN
302                S = MAX( S, ABS( WORK( N+I ) ) / WORK( I ) )
303             ELSE
304                S = MAX( S, ( ABS( WORK( N+I ) )+SAFE1 ) /
305      $             ( WORK( I )+SAFE1 ) )
306             END IF
307   190    CONTINUE
308          BERR( J ) = S
309 *
310 *        Bound error from formula
311 *
312 *        norm(X - XTRUE) / norm(X) .le. FERR =
313 *        norm( abs(inv(op(A)))*
314 *           ( abs(R) + NZ*EPS*( abs(op(A))*abs(X)+abs(B) ))) / norm(X)
315 *
316 *        where
317 *          norm(Z) is the magnitude of the largest component of Z
318 *          inv(op(A)) is the inverse of op(A)
319 *          abs(Z) is the componentwise absolute value of the matrix or
320 *             vector Z
321 *          NZ is the maximum number of nonzeros in any row of A, plus 1
322 *          EPS is machine epsilon
323 *
324 *        The i-th component of abs(R)+NZ*EPS*(abs(op(A))*abs(X)+abs(B))
325 *        is incremented by SAFE1 if the i-th component of
326 *        abs(op(A))*abs(X) + abs(B) is less than SAFE2.
327 *
328 *        Use DLACN2 to estimate the infinity-norm of the matrix
329 *           inv(op(A)) * diag(W),
330 *        where W = abs(R) + NZ*EPS*( abs(op(A))*abs(X)+abs(B) )))
331 *
332          DO 200 I = 1, N
333             IF( WORK( I ).GT.SAFE2 ) THEN
334                WORK( I ) = ABS( WORK( N+I ) ) + NZ*EPS*WORK( I )
335             ELSE
336                WORK( I ) = ABS( WORK( N+I ) ) + NZ*EPS*WORK( I ) + SAFE1
337             END IF
338   200    CONTINUE
339 *
340          KASE = 0
341   210    CONTINUE
342          CALL DLACN2( N, WORK( 2*N+1 ), WORK( N+1 ), IWORK, FERR( J ),
343      $                KASE, ISAVE )
344          IF( KASE.NE.0 ) THEN
345             IF( KASE.EQ.1 ) THEN
346 *
347 *              Multiply by diag(W)*inv(op(A)**T).
348 *
349                CALL DTPSV( UPLO, TRANST, DIAG, N, AP, WORK( N+1 ), 1 )
350                DO 220 I = 1, N
351                   WORK( N+I ) = WORK( I )*WORK( N+I )
352   220          CONTINUE
353             ELSE
354 *
355 *              Multiply by inv(op(A))*diag(W).
356 *
357                DO 230 I = 1, N
358                   WORK( N+I ) = WORK( I )*WORK( N+I )
359   230          CONTINUE
360                CALL DTPSV( UPLO, TRANS, DIAG, N, AP, WORK( N+1 ), 1 )
361             END IF
362             GO TO 210
363          END IF
364 *
365 *        Normalize error.
366 *
367          LSTRES = ZERO
368          DO 240 I = 1, N
369             LSTRES = MAX( LSTRES, ABS( X( I, J ) ) )
370   240    CONTINUE
371          IF( LSTRES.NE.ZERO )
372      $      FERR( J ) = FERR( J ) / LSTRES
373 *
374   250 CONTINUE
375 *
376       RETURN
377 *
378 *     End of DTPRFS
379 *
380       END