1       SUBROUTINE ZPBRFS( UPLO, N, KD, NRHS, AB, LDAB, AFB, LDAFB, B,
  2      $                   LDB, 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          UPLO
 13       INTEGER            INFO, KD, LDAB, LDAFB, LDB, LDX, N, NRHS
 14 *     ..
 15 *     .. Array Arguments ..
 16       DOUBLE PRECISION   BERR( * ), FERR( * ), RWORK( * )
 17       COMPLEX*16         AB( LDAB, * ), AFB( LDAFB, * ), B( LDB, * ),
 18      $                   WORK( * ), X( LDX, * )
 19 *     ..
 20 *
 21 *  Purpose
 22 *  =======
 23 *
 24 *  ZPBRFS improves the computed solution to a system of linear
 25 *  equations when the coefficient matrix is Hermitian positive definite
 26 *  and banded, and provides error bounds and backward error estimates
 27 *  for the solution.
 28 *
 29 *  Arguments
 30 *  =========
 31 *
 32 *  UPLO    (input) CHARACTER*1
 33 *          = 'U':  Upper triangle of A is stored;
 34 *          = 'L':  Lower triangle of A is stored.
 35 *
 36 *  N       (input) INTEGER
 37 *          The order of the matrix A.  N >= 0.
 38 *
 39 *  KD      (input) INTEGER
 40 *          The number of superdiagonals of the matrix A if UPLO = 'U',
 41 *          or the number of subdiagonals if UPLO = 'L'.  KD >= 0.
 42 *
 43 *  NRHS    (input) INTEGER
 44 *          The number of right hand sides, i.e., the number of columns
 45 *          of the matrices B and X.  NRHS >= 0.
 46 *
 47 *  AB      (input) DOUBLE PRECISION array, dimension (LDAB,N)
 48 *          The upper or lower triangle of the Hermitian band matrix A,
 49 *          stored in the first KD+1 rows of the array.  The j-th column
 50 *          of A is stored in the j-th column of the array AB as follows:
 51 *          if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
 52 *          if UPLO = 'L', AB(1+i-j,j)    = A(i,j) for j<=i<=min(n,j+kd).
 53 *
 54 *  LDAB    (input) INTEGER
 55 *          The leading dimension of the array AB.  LDAB >= KD+1.
 56 *
 57 *  AFB     (input) COMPLEX*16 array, dimension (LDAFB,N)
 58 *          The triangular factor U or L from the Cholesky factorization
 59 *          A = U**H*U or A = L*L**H of the band matrix A as computed by
 60 *          ZPBTRF, in the same storage format as A (see AB).
 61 *
 62 *  LDAFB   (input) INTEGER
 63 *          The leading dimension of the array AFB.  LDAFB >= KD+1.
 64 *
 65 *  B       (input) COMPLEX*16 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/output) COMPLEX*16 array, dimension (LDX,NRHS)
 72 *          On entry, the solution matrix X, as computed by ZPBTRS.
 73 *          On exit, the improved solution matrix X.
 74 *
 75 *  LDX     (input) INTEGER
 76 *          The leading dimension of the array X.  LDX >= max(1,N).
 77 *
 78 *  FERR    (output) DOUBLE PRECISION array, dimension (NRHS)
 79 *          The estimated forward error bound for each solution vector
 80 *          X(j) (the j-th column of the solution matrix X).
 81 *          If XTRUE is the true solution corresponding to X(j), FERR(j)
 82 *          is an estimated upper bound for the magnitude of the largest
 83 *          element in (X(j) - XTRUE) divided by the magnitude of the
 84 *          largest element in X(j).  The estimate is as reliable as
 85 *          the estimate for RCOND, and is almost always a slight
 86 *          overestimate of the true error.
 87 *
 88 *  BERR    (output) DOUBLE PRECISION array, dimension (NRHS)
 89 *          The componentwise relative backward error of each solution
 90 *          vector X(j) (i.e., the smallest relative change in
 91 *          any element of A or B that makes X(j) an exact solution).
 92 *
 93 *  WORK    (workspace) COMPLEX*16 array, dimension (2*N)
 94 *
 95 *  RWORK   (workspace) DOUBLE PRECISION array, dimension (N)
 96 *
 97 *  INFO    (output) INTEGER
 98 *          = 0:  successful exit
 99 *          < 0:  if INFO = -i, the i-th argument had an illegal value
100 *
101 *  Internal Parameters
102 *  ===================
103 *
104 *  ITMAX is the maximum number of steps of iterative refinement.
105 *
106 *  =====================================================================
107 *
108 *     .. Parameters ..
109       INTEGER            ITMAX
110       PARAMETER          ( ITMAX = 5 )
111       DOUBLE PRECISION   ZERO
112       PARAMETER          ( ZERO = 0.0D+0 )
113       COMPLEX*16         ONE
114       PARAMETER          ( ONE = ( 1.0D+00.0D+0 ) )
115       DOUBLE PRECISION   TWO
116       PARAMETER          ( TWO = 2.0D+0 )
117       DOUBLE PRECISION   THREE
118       PARAMETER          ( THREE = 3.0D+0 )
119 *     ..
120 *     .. Local Scalars ..
121       LOGICAL            UPPER
122       INTEGER            COUNT, I, J, K, KASE, L, NZ
123       DOUBLE PRECISION   EPS, LSTRES, S, SAFE1, SAFE2, SAFMIN, XK
124       COMPLEX*16         ZDUM
125 *     ..
126 *     .. Local Arrays ..
127       INTEGER            ISAVE( 3 )
128 *     ..
129 *     .. External Subroutines ..
130       EXTERNAL           XERBLA, ZAXPY, ZCOPY, ZHBMV, ZLACN2, ZPBTRS
131 *     ..
132 *     .. Intrinsic Functions ..
133       INTRINSIC          ABSDBLEDIMAGMAXMIN
134 *     ..
135 *     .. External Functions ..
136       LOGICAL            LSAME
137       DOUBLE PRECISION   DLAMCH
138       EXTERNAL           LSAME, DLAMCH
139 *     ..
140 *     .. Statement Functions ..
141       DOUBLE PRECISION   CABS1
142 *     ..
143 *     .. Statement Function definitions ..
144       CABS1( ZDUM ) = ABSDBLE( ZDUM ) ) + ABSDIMAG( ZDUM ) )
145 *     ..
146 *     .. Executable Statements ..
147 *
148 *     Test the input parameters.
149 *
150       INFO = 0
151       UPPER = LSAME( UPLO, 'U' )
152       IF.NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
153          INFO = -1
154       ELSE IF( N.LT.0 ) THEN
155          INFO = -2
156       ELSE IF( KD.LT.0 ) THEN
157          INFO = -3
158       ELSE IF( NRHS.LT.0 ) THEN
159          INFO = -4
160       ELSE IF( LDAB.LT.KD+1 ) THEN
161          INFO = -6
162       ELSE IF( LDAFB.LT.KD+1 ) THEN
163          INFO = -8
164       ELSE IF( LDB.LT.MAX1, N ) ) THEN
165          INFO = -10
166       ELSE IF( LDX.LT.MAX1, N ) ) THEN
167          INFO = -12
168       END IF
169       IF( INFO.NE.0 ) THEN
170          CALL XERBLA( 'ZPBRFS'-INFO )
171          RETURN
172       END IF
173 *
174 *     Quick return if possible
175 *
176       IF( N.EQ.0 .OR. NRHS.EQ.0 ) THEN
177          DO 10 J = 1, NRHS
178             FERR( J ) = ZERO
179             BERR( J ) = ZERO
180    10    CONTINUE
181          RETURN
182       END IF
183 *
184 *     NZ = maximum number of nonzero elements in each row of A, plus 1
185 *
186       NZ = MIN( N+12*KD+2 )
187       EPS = DLAMCH( 'Epsilon' )
188       SAFMIN = DLAMCH( 'Safe minimum' )
189       SAFE1 = NZ*SAFMIN
190       SAFE2 = SAFE1 / EPS
191 *
192 *     Do for each right hand side
193 *
194       DO 140 J = 1, NRHS
195 *
196          COUNT = 1
197          LSTRES = THREE
198    20    CONTINUE
199 *
200 *        Loop until stopping criterion is satisfied.
201 *
202 *        Compute residual R = B - A * X
203 *
204          CALL ZCOPY( N, B( 1, J ), 1, WORK, 1 )
205          CALL ZHBMV( UPLO, N, KD, -ONE, AB, LDAB, X( 1, J ), 1, ONE,
206      $               WORK, 1 )
207 *
208 *        Compute componentwise relative backward error from formula
209 *
210 *        max(i) ( abs(R(i)) / ( abs(A)*abs(X) + abs(B) )(i) )
211 *
212 *        where abs(Z) is the componentwise absolute value of the matrix
213 *        or vector Z.  If the i-th component of the denominator is less
214 *        than SAFE2, then SAFE1 is added to the i-th components of the
215 *        numerator and denominator before dividing.
216 *
217          DO 30 I = 1, N
218             RWORK( I ) = CABS1( B( I, J ) )
219    30    CONTINUE
220 *
221 *        Compute abs(A)*abs(X) + abs(B).
222 *
223          IF( UPPER ) THEN
224             DO 50 K = 1, N
225                S = ZERO
226                XK = CABS1( X( K, J ) )
227                L = KD + 1 - K
228                DO 40 I = MAX1, K-KD ), K - 1
229                   RWORK( I ) = RWORK( I ) + CABS1( AB( L+I, K ) )*XK
230                   S = S + CABS1( AB( L+I, K ) )*CABS1( X( I, J ) )
231    40          CONTINUE
232                RWORK( K ) = RWORK( K ) + ABSDBLE( AB( KD+1, K ) ) )*
233      $                      XK + S
234    50       CONTINUE
235          ELSE
236             DO 70 K = 1, N
237                S = ZERO
238                XK = CABS1( X( K, J ) )
239                RWORK( K ) = RWORK( K ) + ABSDBLE( AB( 1, K ) ) )*XK
240                L = 1 - K
241                DO 60 I = K + 1MIN( N, K+KD )
242                   RWORK( I ) = RWORK( I ) + CABS1( AB( L+I, K ) )*XK
243                   S = S + CABS1( AB( L+I, K ) )*CABS1( X( I, J ) )
244    60          CONTINUE
245                RWORK( K ) = RWORK( K ) + S
246    70       CONTINUE
247          END IF
248          S = ZERO
249          DO 80 I = 1, N
250             IF( RWORK( I ).GT.SAFE2 ) THEN
251                S = MAX( S, CABS1( WORK( I ) ) / RWORK( I ) )
252             ELSE
253                S = MAX( S, ( CABS1( WORK( I ) )+SAFE1 ) /
254      $             ( RWORK( I )+SAFE1 ) )
255             END IF
256    80    CONTINUE
257          BERR( J ) = S
258 *
259 *        Test stopping criterion. Continue iterating if
260 *           1) The residual BERR(J) is larger than machine epsilon, and
261 *           2) BERR(J) decreased by at least a factor of 2 during the
262 *              last iteration, and
263 *           3) At most ITMAX iterations tried.
264 *
265          IF( BERR( J ).GT.EPS .AND. TWO*BERR( J ).LE.LSTRES .AND.
266      $       COUNT.LE.ITMAX ) THEN
267 *
268 *           Update solution and try again.
269 *
270             CALL ZPBTRS( UPLO, N, KD, 1, AFB, LDAFB, WORK, N, INFO )
271             CALL ZAXPY( N, ONE, WORK, 1, X( 1, J ), 1 )
272             LSTRES = BERR( J )
273             COUNT = COUNT + 1
274             GO TO 20
275          END IF
276 *
277 *        Bound error from formula
278 *
279 *        norm(X - XTRUE) / norm(X) .le. FERR =
280 *        norm( abs(inv(A))*
281 *           ( abs(R) + NZ*EPS*( abs(A)*abs(X)+abs(B) ))) / norm(X)
282 *
283 *        where
284 *          norm(Z) is the magnitude of the largest component of Z
285 *          inv(A) is the inverse of A
286 *          abs(Z) is the componentwise absolute value of the matrix or
287 *             vector Z
288 *          NZ is the maximum number of nonzeros in any row of A, plus 1
289 *          EPS is machine epsilon
290 *
291 *        The i-th component of abs(R)+NZ*EPS*(abs(A)*abs(X)+abs(B))
292 *        is incremented by SAFE1 if the i-th component of
293 *        abs(A)*abs(X) + abs(B) is less than SAFE2.
294 *
295 *        Use ZLACN2 to estimate the infinity-norm of the matrix
296 *           inv(A) * diag(W),
297 *        where W = abs(R) + NZ*EPS*( abs(A)*abs(X)+abs(B) )))
298 *
299          DO 90 I = 1, N
300             IF( RWORK( I ).GT.SAFE2 ) THEN
301                RWORK( I ) = CABS1( WORK( I ) ) + NZ*EPS*RWORK( I )
302             ELSE
303                RWORK( I ) = CABS1( WORK( I ) ) + NZ*EPS*RWORK( I ) +
304      $                      SAFE1
305             END IF
306    90    CONTINUE
307 *
308          KASE = 0
309   100    CONTINUE
310          CALL ZLACN2( N, WORK( N+1 ), WORK, FERR( J ), KASE, ISAVE )
311          IF( KASE.NE.0 ) THEN
312             IF( KASE.EQ.1 ) THEN
313 *
314 *              Multiply by diag(W)*inv(A**H).
315 *
316                CALL ZPBTRS( UPLO, N, KD, 1, AFB, LDAFB, WORK, N, INFO )
317                DO 110 I = 1, N
318                   WORK( I ) = RWORK( I )*WORK( I )
319   110          CONTINUE
320             ELSE IF( KASE.EQ.2 ) THEN
321 *
322 *              Multiply by inv(A)*diag(W).
323 *
324                DO 120 I = 1, N
325                   WORK( I ) = RWORK( I )*WORK( I )
326   120          CONTINUE
327                CALL ZPBTRS( UPLO, N, KD, 1, AFB, LDAFB, WORK, N, INFO )
328             END IF
329             GO TO 100
330          END IF
331 *
332 *        Normalize error.
333 *
334          LSTRES = ZERO
335          DO 130 I = 1, N
336             LSTRES = MAX( LSTRES, CABS1( X( I, J ) ) )
337   130    CONTINUE
338          IF( LSTRES.NE.ZERO )
339      $      FERR( J ) = FERR( J ) / LSTRES
340 *
341   140 CONTINUE
342 *
343       RETURN
344 *
345 *     End of ZPBRFS
346 *
347       END