1       SUBROUTINE ZGERFS( TRANS, N, NRHS, A, LDA, AF, LDAF, IPIV, B, LDB,
  2      $                   X, LDX, FERR, BERR, WORK, RWORK, 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 ZLACN2 in place of ZLACON, 10 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( * )
 17       DOUBLE PRECISION   BERR( * ), FERR( * ), RWORK( * )
 18       COMPLEX*16         A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
 19      $                   WORK( * ), X( LDX, * )
 20 *     ..
 21 *
 22 *  Purpose
 23 *  =======
 24 *
 25 *  ZGERFS improves the computed solution to a system of linear
 26 *  equations and provides error bounds and backward error estimates for
 27 *  the solution.
 28 *
 29 *  Arguments
 30 *  =========
 31 *
 32 *  TRANS   (input) CHARACTER*1
 33 *          Specifies the form of the system of equations:
 34 *          = 'N':  A * X = B     (No transpose)
 35 *          = 'T':  A**T * X = B  (Transpose)
 36 *          = 'C':  A**H * X = B  (Conjugate transpose)
 37 *
 38 *  N       (input) INTEGER
 39 *          The order of the matrix A.  N >= 0.
 40 *
 41 *  NRHS    (input) INTEGER
 42 *          The number of right hand sides, i.e., the number of columns
 43 *          of the matrices B and X.  NRHS >= 0.
 44 *
 45 *  A       (input) COMPLEX*16 array, dimension (LDA,N)
 46 *          The original N-by-N matrix A.
 47 *
 48 *  LDA     (input) INTEGER
 49 *          The leading dimension of the array A.  LDA >= max(1,N).
 50 *
 51 *  AF      (input) COMPLEX*16 array, dimension (LDAF,N)
 52 *          The factors L and U from the factorization A = P*L*U
 53 *          as computed by ZGETRF.
 54 *
 55 *  LDAF    (input) INTEGER
 56 *          The leading dimension of the array AF.  LDAF >= max(1,N).
 57 *
 58 *  IPIV    (input) INTEGER array, dimension (N)
 59 *          The pivot indices from ZGETRF; for 1<=i<=N, row i of the
 60 *          matrix was interchanged with row IPIV(i).
 61 *
 62 *  B       (input) COMPLEX*16 array, dimension (LDB,NRHS)
 63 *          The right hand side matrix B.
 64 *
 65 *  LDB     (input) INTEGER
 66 *          The leading dimension of the array B.  LDB >= max(1,N).
 67 *
 68 *  X       (input/output) COMPLEX*16 array, dimension (LDX,NRHS)
 69 *          On entry, the solution matrix X, as computed by ZGETRS.
 70 *          On exit, the improved solution matrix X.
 71 *
 72 *  LDX     (input) INTEGER
 73 *          The leading dimension of the array X.  LDX >= max(1,N).
 74 *
 75 *  FERR    (output) DOUBLE PRECISION array, dimension (NRHS)
 76 *          The estimated forward error bound for each solution vector
 77 *          X(j) (the j-th column of the solution matrix X).
 78 *          If XTRUE is the true solution corresponding to X(j), FERR(j)
 79 *          is an estimated upper bound for the magnitude of the largest
 80 *          element in (X(j) - XTRUE) divided by the magnitude of the
 81 *          largest element in X(j).  The estimate is as reliable as
 82 *          the estimate for RCOND, and is almost always a slight
 83 *          overestimate of the true error.
 84 *
 85 *  BERR    (output) DOUBLE PRECISION array, dimension (NRHS)
 86 *          The componentwise relative backward error of each solution
 87 *          vector X(j) (i.e., the smallest relative change in
 88 *          any element of A or B that makes X(j) an exact solution).
 89 *
 90 *  WORK    (workspace) COMPLEX*16 array, dimension (2*N)
 91 *
 92 *  RWORK   (workspace) DOUBLE PRECISION array, dimension (N)
 93 *
 94 *  INFO    (output) INTEGER
 95 *          = 0:  successful exit
 96 *          < 0:  if INFO = -i, the i-th argument had an illegal value
 97 *
 98 *  Internal Parameters
 99 *  ===================
100 *
101 *  ITMAX is the maximum number of steps of iterative refinement.
102 *
103 *  =====================================================================
104 *
105 *     .. Parameters ..
106       INTEGER            ITMAX
107       PARAMETER          ( ITMAX = 5 )
108       DOUBLE PRECISION   ZERO
109       PARAMETER          ( ZERO = 0.0D+0 )
110       COMPLEX*16         ONE
111       PARAMETER          ( ONE = ( 1.0D+00.0D+0 ) )
112       DOUBLE PRECISION   TWO
113       PARAMETER          ( TWO = 2.0D+0 )
114       DOUBLE PRECISION   THREE
115       PARAMETER          ( THREE = 3.0D+0 )
116 *     ..
117 *     .. Local Scalars ..
118       LOGICAL            NOTRAN
119       CHARACTER          TRANSN, TRANST
120       INTEGER            COUNT, I, J, K, KASE, NZ
121       DOUBLE PRECISION   EPS, LSTRES, S, SAFE1, SAFE2, SAFMIN, XK
122       COMPLEX*16         ZDUM
123 *     ..
124 *     .. Local Arrays ..
125       INTEGER            ISAVE( 3 )
126 *     ..
127 *     .. External Functions ..
128       LOGICAL            LSAME
129       DOUBLE PRECISION   DLAMCH
130       EXTERNAL           LSAME, DLAMCH
131 *     ..
132 *     .. External Subroutines ..
133       EXTERNAL           XERBLA, ZAXPY, ZCOPY, ZGEMV, ZGETRS, ZLACN2
134 *     ..
135 *     .. Intrinsic Functions ..
136       INTRINSIC          ABSDBLEDIMAGMAX
137 *     ..
138 *     .. Statement Functions ..
139       DOUBLE PRECISION   CABS1
140 *     ..
141 *     .. Statement Function definitions ..
142       CABS1( ZDUM ) = ABSDBLE( ZDUM ) ) + ABSDIMAG( ZDUM ) )
143 *     ..
144 *     .. Executable Statements ..
145 *
146 *     Test the input parameters.
147 *
148       INFO = 0
149       NOTRAN = LSAME( TRANS, 'N' )
150       IF.NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'T' ) .AND. .NOT.
151      $    LSAME( TRANS, 'C' ) ) THEN
152          INFO = -1
153       ELSE IF( N.LT.0 ) THEN
154          INFO = -2
155       ELSE IF( NRHS.LT.0 ) THEN
156          INFO = -3
157       ELSE IF( LDA.LT.MAX1, N ) ) THEN
158          INFO = -5
159       ELSE IF( LDAF.LT.MAX1, N ) ) THEN
160          INFO = -7
161       ELSE IF( LDB.LT.MAX1, N ) ) THEN
162          INFO = -10
163       ELSE IF( LDX.LT.MAX1, N ) ) THEN
164          INFO = -12
165       END IF
166       IF( INFO.NE.0 ) THEN
167          CALL XERBLA( 'ZGERFS'-INFO )
168          RETURN
169       END IF
170 *
171 *     Quick return if possible
172 *
173       IF( N.EQ.0 .OR. NRHS.EQ.0 ) THEN
174          DO 10 J = 1, NRHS
175             FERR( J ) = ZERO
176             BERR( J ) = ZERO
177    10    CONTINUE
178          RETURN
179       END IF
180 *
181       IF( NOTRAN ) THEN
182          TRANSN = 'N'
183          TRANST = 'C'
184       ELSE
185          TRANSN = 'C'
186          TRANST = 'N'
187       END IF
188 *
189 *     NZ = maximum number of nonzero elements in each row of A, plus 1
190 *
191       NZ = N + 1
192       EPS = DLAMCH( 'Epsilon' )
193       SAFMIN = DLAMCH( 'Safe minimum' )
194       SAFE1 = NZ*SAFMIN
195       SAFE2 = SAFE1 / EPS
196 *
197 *     Do for each right hand side
198 *
199       DO 140 J = 1, NRHS
200 *
201          COUNT = 1
202          LSTRES = THREE
203    20    CONTINUE
204 *
205 *        Loop until stopping criterion is satisfied.
206 *
207 *        Compute residual R = B - op(A) * X,
208 *        where op(A) = A, A**T, or A**H, depending on TRANS.
209 *
210          CALL ZCOPY( N, B( 1, J ), 1, WORK, 1 )
211          CALL ZGEMV( TRANS, N, N, -ONE, A, LDA, X( 1, J ), 1, ONE, WORK,
212      $               1 )
213 *
214 *        Compute componentwise relative backward error from formula
215 *
216 *        max(i) ( abs(R(i)) / ( abs(op(A))*abs(X) + abs(B) )(i) )
217 *
218 *        where abs(Z) is the componentwise absolute value of the matrix
219 *        or vector Z.  If the i-th component of the denominator is less
220 *        than SAFE2, then SAFE1 is added to the i-th components of the
221 *        numerator and denominator before dividing.
222 *
223          DO 30 I = 1, N
224             RWORK( I ) = CABS1( B( I, J ) )
225    30    CONTINUE
226 *
227 *        Compute abs(op(A))*abs(X) + abs(B).
228 *
229          IF( NOTRAN ) THEN
230             DO 50 K = 1, N
231                XK = CABS1( X( K, J ) )
232                DO 40 I = 1, N
233                   RWORK( I ) = RWORK( I ) + CABS1( A( I, K ) )*XK
234    40          CONTINUE
235    50       CONTINUE
236          ELSE
237             DO 70 K = 1, N
238                S = ZERO
239                DO 60 I = 1, N
240                   S = S + CABS1( A( I, K ) )*CABS1( X( I, J ) )
241    60          CONTINUE
242                RWORK( K ) = RWORK( K ) + S
243    70       CONTINUE
244          END IF
245          S = ZERO
246          DO 80 I = 1, N
247             IF( RWORK( I ).GT.SAFE2 ) THEN
248                S = MAX( S, CABS1( WORK( I ) ) / RWORK( I ) )
249             ELSE
250                S = MAX( S, ( CABS1( WORK( I ) )+SAFE1 ) /
251      $             ( RWORK( I )+SAFE1 ) )
252             END IF
253    80    CONTINUE
254          BERR( J ) = S
255 *
256 *        Test stopping criterion. Continue iterating if
257 *           1) The residual BERR(J) is larger than machine epsilon, and
258 *           2) BERR(J) decreased by at least a factor of 2 during the
259 *              last iteration, and
260 *           3) At most ITMAX iterations tried.
261 *
262          IF( BERR( J ).GT.EPS .AND. TWO*BERR( J ).LE.LSTRES .AND.
263      $       COUNT.LE.ITMAX ) THEN
264 *
265 *           Update solution and try again.
266 *
267             CALL ZGETRS( TRANS, N, 1, AF, LDAF, IPIV, WORK, N, INFO )
268             CALL ZAXPY( N, ONE, WORK, 1, X( 1, J ), 1 )
269             LSTRES = BERR( J )
270             COUNT = COUNT + 1
271             GO TO 20
272          END IF
273 *
274 *        Bound error from formula
275 *
276 *        norm(X - XTRUE) / norm(X) .le. FERR =
277 *        norm( abs(inv(op(A)))*
278 *           ( abs(R) + NZ*EPS*( abs(op(A))*abs(X)+abs(B) ))) / norm(X)
279 *
280 *        where
281 *          norm(Z) is the magnitude of the largest component of Z
282 *          inv(op(A)) is the inverse of op(A)
283 *          abs(Z) is the componentwise absolute value of the matrix or
284 *             vector Z
285 *          NZ is the maximum number of nonzeros in any row of A, plus 1
286 *          EPS is machine epsilon
287 *
288 *        The i-th component of abs(R)+NZ*EPS*(abs(op(A))*abs(X)+abs(B))
289 *        is incremented by SAFE1 if the i-th component of
290 *        abs(op(A))*abs(X) + abs(B) is less than SAFE2.
291 *
292 *        Use ZLACN2 to estimate the infinity-norm of the matrix
293 *           inv(op(A)) * diag(W),
294 *        where W = abs(R) + NZ*EPS*( abs(op(A))*abs(X)+abs(B) )))
295 *
296          DO 90 I = 1, N
297             IF( RWORK( I ).GT.SAFE2 ) THEN
298                RWORK( I ) = CABS1( WORK( I ) ) + NZ*EPS*RWORK( I )
299             ELSE
300                RWORK( I ) = CABS1( WORK( I ) ) + NZ*EPS*RWORK( I ) +
301      $                      SAFE1
302             END IF
303    90    CONTINUE
304 *
305          KASE = 0
306   100    CONTINUE
307          CALL ZLACN2( N, WORK( N+1 ), WORK, FERR( J ), KASE, ISAVE )
308          IF( KASE.NE.0 ) THEN
309             IF( KASE.EQ.1 ) THEN
310 *
311 *              Multiply by diag(W)*inv(op(A)**H).
312 *
313                CALL ZGETRS( TRANST, N, 1, AF, LDAF, IPIV, WORK, N,
314      $                      INFO )
315                DO 110 I = 1, N
316                   WORK( I ) = RWORK( I )*WORK( I )
317   110          CONTINUE
318             ELSE
319 *
320 *              Multiply by inv(op(A))*diag(W).
321 *
322                DO 120 I = 1, N
323                   WORK( I ) = RWORK( I )*WORK( I )
324   120          CONTINUE
325                CALL ZGETRS( TRANSN, N, 1, AF, LDAF, IPIV, WORK, N,
326      $                      INFO )
327             END IF
328             GO TO 100
329          END IF
330 *
331 *        Normalize error.
332 *
333          LSTRES = ZERO
334          DO 130 I = 1, N
335             LSTRES = MAX( LSTRES, CABS1( X( I, J ) ) )
336   130    CONTINUE
337          IF( LSTRES.NE.ZERO )
338      $      FERR( J ) = FERR( J ) / LSTRES
339 *
340   140 CONTINUE
341 *
342       RETURN
343 *
344 *     End of ZGERFS
345 *
346       END