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la_herfsx_extended(3) Library Functions Manual la_herfsx_extended(3)

NAME

la_herfsx_extended - la_herfsx_extended: step in herfsx

SYNOPSIS

Functions


subroutine CLA_HERFSX_EXTENDED (prec_type, uplo, n, nrhs, a, lda, af, ldaf, ipiv, 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)
CLA_HERFSX_EXTENDED improves the computed solution to a system of linear equations for Hermitian indefinite matrices by performing extra-precise iterative refinement and provides error bounds and backward error estimates for the solution. subroutine CLA_SYRFSX_EXTENDED (prec_type, uplo, n, nrhs, a, lda, af, ldaf, ipiv, 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)
CLA_SYRFSX_EXTENDED improves the computed solution to a system of linear equations for symmetric indefinite matrices by performing extra-precise iterative refinement and provides error bounds and backward error estimates for the solution. subroutine DLA_SYRFSX_EXTENDED (prec_type, uplo, n, nrhs, a, lda, af, ldaf, ipiv, 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_SYRFSX_EXTENDED improves the computed solution to a system of linear equations for symmetric indefinite matrices by performing extra-precise iterative refinement and provides error bounds and backward error estimates for the solution. subroutine SLA_SYRFSX_EXTENDED (prec_type, uplo, n, nrhs, a, lda, af, ldaf, ipiv, 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)
SLA_SYRFSX_EXTENDED improves the computed solution to a system of linear equations for symmetric indefinite matrices by performing extra-precise iterative refinement and provides error bounds and backward error estimates for the solution. subroutine ZLA_HERFSX_EXTENDED (prec_type, uplo, n, nrhs, a, lda, af, ldaf, ipiv, 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)
ZLA_HERFSX_EXTENDED improves the computed solution to a system of linear equations for Hermitian indefinite matrices by performing extra-precise iterative refinement and provides error bounds and backward error estimates for the solution. subroutine ZLA_SYRFSX_EXTENDED (prec_type, uplo, n, nrhs, a, lda, af, ldaf, ipiv, 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)
ZLA_SYRFSX_EXTENDED improves the computed solution to a system of linear equations for symmetric indefinite matrices by performing extra-precise iterative refinement and provides error bounds and backward error estimates for the solution.

Detailed Description

Function Documentation

subroutine CLA_HERFSX_EXTENDED (integer prec_type, character uplo, integer n, integer nrhs, complex, dimension( lda, * ) a, integer lda, complex, dimension( ldaf, * ) af, integer ldaf, integer, dimension( * ) ipiv, logical colequ, real, dimension( * ) c, complex, dimension( ldb, * ) b, integer ldb, complex, dimension( ldy, * ) y, integer ldy, real, dimension( * ) berr_out, integer n_norms, real, dimension( nrhs, * ) err_bnds_norm, real, dimension( nrhs, * ) err_bnds_comp, complex, dimension( * ) res, real, dimension( * ) ayb, complex, dimension( * ) dy, complex, dimension( * ) y_tail, real rcond, integer ithresh, real rthresh, real dz_ub, logical ignore_cwise, integer info)

CLA_HERFSX_EXTENDED improves the computed solution to a system of linear equations for Hermitian indefinite matrices by performing extra-precise iterative refinement and provides error bounds and backward error estimates for the solution.

Purpose:

!>
!> CLA_HERFSX_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 CHERFSX 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 responsible 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' or '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 COMPLEX 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 COMPLEX array, dimension (LDAF,N)
!>     The block diagonal matrix D and the multipliers used to
!>     obtain the factor U or L as computed by CHETRF.
!> 

LDAF

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

IPIV

!>          IPIV is INTEGER array, dimension (N)
!>     Details of the interchanges and the block structure of D
!>     as determined by CHETRF.
!> 

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 REAL 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 COMPLEX 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 COMPLEX array, dimension (LDY,NRHS)
!>     On entry, the solution matrix X, as computed by CHETRS.
!>     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 REAL 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 CLA_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 REAL 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  boolean. Trust the answer if the
!>              reciprocal condition number is less than the threshold
!>              sqrt(n) * slamch('Epsilon').
!>
!>     err = 2  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 . 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 REAL 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 < 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  boolean. Trust the answer if the
!>              reciprocal condition number is less than the threshold
!>              sqrt(n) * slamch('Epsilon').
!>
!>     err = 2  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 . 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 COMPLEX array, dimension (N)
!>     Workspace to hold the intermediate residual.
!> 

AYB

!>          AYB is REAL array, dimension (N)
!>     Workspace.
!> 

DY

!>          DY is COMPLEX array, dimension (N)
!>     Workspace to hold the intermediate solution.
!> 

Y_TAIL

!>          Y_TAIL is COMPLEX array, dimension (N)
!>     Workspace to hold the trailing bits of the intermediate solution.
!> 

RCOND

!>          RCOND is REAL
!>     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 REAL
!>     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 REAL
!>     Determines when to start considering componentwise convergence.
!>     Componentwise convergence is only considered after each component
!>     of the solution Y is stable, which we define 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 CLA_HERFSX_EXTENDED had an illegal
!>             value
!> 

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Definition at line 388 of file cla_herfsx_extended.f.

subroutine CLA_SYRFSX_EXTENDED (integer prec_type, character uplo, integer n, integer nrhs, complex, dimension( lda, * ) a, integer lda, complex, dimension( ldaf, * ) af, integer ldaf, integer, dimension( * ) ipiv, logical colequ, real, dimension( * ) c, complex, dimension( ldb, * ) b, integer ldb, complex, dimension( ldy, * ) y, integer ldy, real, dimension( * ) berr_out, integer n_norms, real, dimension( nrhs, * ) err_bnds_norm, real, dimension( nrhs, * ) err_bnds_comp, complex, dimension( * ) res, real, dimension( * ) ayb, complex, dimension( * ) dy, complex, dimension( * ) y_tail, real rcond, integer ithresh, real rthresh, real dz_ub, logical ignore_cwise, integer info)

CLA_SYRFSX_EXTENDED improves the computed solution to a system of linear equations for symmetric indefinite matrices by performing extra-precise iterative refinement and provides error bounds and backward error estimates for the solution.

Purpose:

!>
!> CLA_SYRFSX_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 CSYRFSX 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 responsible 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' or '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 COMPLEX 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 COMPLEX array, dimension (LDAF,N)
!>     The block diagonal matrix D and the multipliers used to
!>     obtain the factor U or L as computed by CSYTRF.
!> 

LDAF

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

IPIV

!>          IPIV is INTEGER array, dimension (N)
!>     Details of the interchanges and the block structure of D
!>     as determined by CSYTRF.
!> 

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 REAL 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 COMPLEX 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 COMPLEX array, dimension (LDY,NRHS)
!>     On entry, the solution matrix X, as computed by CSYTRS.
!>     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 REAL 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 CLA_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 REAL 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  boolean. Trust the answer if the
!>              reciprocal condition number is less than the threshold
!>              sqrt(n) * slamch('Epsilon').
!>
!>     err = 2  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 . 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 REAL 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 < 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  boolean. Trust the answer if the
!>              reciprocal condition number is less than the threshold
!>              sqrt(n) * slamch('Epsilon').
!>
!>     err = 2  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 . 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 COMPLEX array, dimension (N)
!>     Workspace to hold the intermediate residual.
!> 

AYB

!>          AYB is REAL array, dimension (N)
!>     Workspace.
!> 

DY

!>          DY is COMPLEX array, dimension (N)
!>     Workspace to hold the intermediate solution.
!> 

Y_TAIL

!>          Y_TAIL is COMPLEX array, dimension (N)
!>     Workspace to hold the trailing bits of the intermediate solution.
!> 

RCOND

!>          RCOND is REAL
!>     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 REAL
!>     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 REAL
!>     Determines when to start considering componentwise convergence.
!>     Componentwise convergence is only considered after each component
!>     of the solution Y is stable, which we define 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 CLA_SYRFSX_EXTENDED had an illegal
!>             value
!> 

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Definition at line 388 of file cla_syrfsx_extended.f.

subroutine DLA_SYRFSX_EXTENDED (integer prec_type, character uplo, integer n, integer nrhs, double precision, dimension( lda, * ) a, integer lda, double precision, dimension( ldaf, * ) af, integer ldaf, integer, dimension( * ) ipiv, logical colequ, double precision, dimension( * ) c, double precision, dimension( ldb, * ) b, integer ldb, double precision, dimension( ldy, * ) y, integer ldy, double precision, dimension( * ) berr_out, integer n_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 precision rcond, integer ithresh, double precision rthresh, double precision dz_ub, logical ignore_cwise, integer info)

DLA_SYRFSX_EXTENDED improves the computed solution to a system of linear equations for symmetric indefinite matrices by performing extra-precise iterative refinement and provides error bounds and backward error estimates for the solution.

Purpose:

!>
!>
!> DLA_SYRFSX_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 DSYRFSX 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 responsible 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' or '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 block diagonal matrix D and the multipliers used to
!>     obtain the factor U or L as computed by DSYTRF.
!> 

LDAF

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

IPIV

!>          IPIV is INTEGER array, dimension (N)
!>     Details of the interchanges and the block structure of D
!>     as determined by DSYTRF.
!> 

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 DSYTRS.
!>     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  boolean. Trust the answer if the
!>              reciprocal condition number is less than the threshold
!>              sqrt(n) * slamch('Epsilon').
!>
!>     err = 2  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 . 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 < 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  boolean. Trust the answer if the
!>              reciprocal condition number is less than the threshold
!>              sqrt(n) * slamch('Epsilon').
!>
!>     err = 2  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 . 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 define 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 DLA_SYRFSX_EXTENDED had an illegal
!>             value
!> 

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Definition at line 389 of file dla_syrfsx_extended.f.

subroutine SLA_SYRFSX_EXTENDED (integer prec_type, character uplo, integer n, integer nrhs, real, dimension( lda, * ) a, integer lda, real, dimension( ldaf, * ) af, integer ldaf, integer, dimension( * ) ipiv, logical colequ, real, dimension( * ) c, real, dimension( ldb, * ) b, integer ldb, real, dimension( ldy, * ) y, integer ldy, real, dimension( * ) berr_out, integer n_norms, real, dimension( nrhs, * ) err_bnds_norm, real, dimension( nrhs, * ) err_bnds_comp, real, dimension( * ) res, real, dimension( * ) ayb, real, dimension( * ) dy, real, dimension( * ) y_tail, real rcond, integer ithresh, real rthresh, real dz_ub, logical ignore_cwise, integer info)

SLA_SYRFSX_EXTENDED improves the computed solution to a system of linear equations for symmetric indefinite matrices by performing extra-precise iterative refinement and provides error bounds and backward error estimates for the solution.

Purpose:

!>
!>
!> SLA_SYRFSX_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 SSYRFSX 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 responsible 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' or '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 REAL 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 REAL array, dimension (LDAF,N)
!>     The block diagonal matrix D and the multipliers used to
!>     obtain the factor U or L as computed by SSYTRF.
!> 

LDAF

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

IPIV

!>          IPIV is INTEGER array, dimension (N)
!>     Details of the interchanges and the block structure of D
!>     as determined by SSYTRF.
!> 

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 REAL 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 REAL 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 REAL array, dimension (LDY,NRHS)
!>     On entry, the solution matrix X, as computed by SSYTRS.
!>     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 REAL 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 SLA_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 REAL 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  boolean. Trust the answer if the
!>              reciprocal condition number is less than the threshold
!>              sqrt(n) * slamch('Epsilon').
!>
!>     err = 2  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 . 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 REAL 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 < 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  boolean. Trust the answer if the
!>              reciprocal condition number is less than the threshold
!>              sqrt(n) * slamch('Epsilon').
!>
!>     err = 2  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 . 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 REAL array, dimension (N)
!>     Workspace to hold the intermediate residual.
!> 

AYB

!>          AYB is REAL array, dimension (N)
!>     Workspace. This can be the same workspace passed for Y_TAIL.
!> 

DY

!>          DY is REAL array, dimension (N)
!>     Workspace to hold the intermediate solution.
!> 

Y_TAIL

!>          Y_TAIL is REAL array, dimension (N)
!>     Workspace to hold the trailing bits of the intermediate solution.
!> 

RCOND

!>          RCOND is REAL
!>     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 REAL
!>     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 REAL
!>     Determines when to start considering componentwise convergence.
!>     Componentwise convergence is only considered after each component
!>     of the solution Y is stable, which we define 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 SLA_SYRFSX_EXTENDED had an illegal
!>             value
!> 

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Definition at line 389 of file sla_syrfsx_extended.f.

subroutine ZLA_HERFSX_EXTENDED (integer prec_type, character uplo, integer n, integer nrhs, complex*16, dimension( lda, * ) a, integer lda, complex*16, dimension( ldaf, * ) af, integer ldaf, integer, dimension( * ) ipiv, logical colequ, double precision, dimension( * ) c, complex*16, dimension( ldb, * ) b, integer ldb, complex*16, dimension( ldy, * ) y, integer ldy, double precision, dimension( * ) berr_out, integer n_norms, double precision, dimension( nrhs, * ) err_bnds_norm, double precision, dimension( nrhs, * ) err_bnds_comp, complex*16, dimension( * ) res, double precision, dimension( * ) ayb, complex*16, dimension( * ) dy, complex*16, dimension( * ) y_tail, double precision rcond, integer ithresh, double precision rthresh, double precision dz_ub, logical ignore_cwise, integer info)

ZLA_HERFSX_EXTENDED improves the computed solution to a system of linear equations for Hermitian indefinite matrices by performing extra-precise iterative refinement and provides error bounds and backward error estimates for the solution.

Purpose:

!>
!> ZLA_HERFSX_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 ZHERFSX 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 responsible 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' or '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 COMPLEX*16 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 COMPLEX*16 array, dimension (LDAF,N)
!>     The block diagonal matrix D and the multipliers used to
!>     obtain the factor U or L as computed by ZHETRF.
!> 

LDAF

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

IPIV

!>          IPIV is INTEGER array, dimension (N)
!>     Details of the interchanges and the block structure of D
!>     as determined by ZHETRF.
!> 

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 COMPLEX*16 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 COMPLEX*16 array, dimension (LDY,NRHS)
!>     On entry, the solution matrix X, as computed by ZHETRS.
!>     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 ZLA_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  boolean. Trust the answer if the
!>              reciprocal condition number is less than the threshold
!>              sqrt(n) * slamch('Epsilon').
!>
!>     err = 2  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 . 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 < 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  boolean. Trust the answer if the
!>              reciprocal condition number is less than the threshold
!>              sqrt(n) * slamch('Epsilon').
!>
!>     err = 2  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 . 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 COMPLEX*16 array, dimension (N)
!>     Workspace to hold the intermediate residual.
!> 

AYB

!>          AYB is DOUBLE PRECISION array, dimension (N)
!>     Workspace.
!> 

DY

!>          DY is COMPLEX*16 array, dimension (N)
!>     Workspace to hold the intermediate solution.
!> 

Y_TAIL

!>          Y_TAIL is COMPLEX*16 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 define 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 ZLA_HERFSX_EXTENDED had an illegal
!>             value
!> 

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Definition at line 388 of file zla_herfsx_extended.f.

subroutine ZLA_SYRFSX_EXTENDED (integer prec_type, character uplo, integer n, integer nrhs, complex*16, dimension( lda, * ) a, integer lda, complex*16, dimension( ldaf, * ) af, integer ldaf, integer, dimension( * ) ipiv, logical colequ, double precision, dimension( * ) c, complex*16, dimension( ldb, * ) b, integer ldb, complex*16, dimension( ldy, * ) y, integer ldy, double precision, dimension( * ) berr_out, integer n_norms, double precision, dimension( nrhs, * ) err_bnds_norm, double precision, dimension( nrhs, * ) err_bnds_comp, complex*16, dimension( * ) res, double precision, dimension( * ) ayb, complex*16, dimension( * ) dy, complex*16, dimension( * ) y_tail, double precision rcond, integer ithresh, double precision rthresh, double precision dz_ub, logical ignore_cwise, integer info)

ZLA_SYRFSX_EXTENDED improves the computed solution to a system of linear equations for symmetric indefinite matrices by performing extra-precise iterative refinement and provides error bounds and backward error estimates for the solution.

Purpose:

!>
!> ZLA_SYRFSX_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 ZSYRFSX 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 responsible 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' or '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 COMPLEX*16 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 COMPLEX*16 array, dimension (LDAF,N)
!>     The block diagonal matrix D and the multipliers used to
!>     obtain the factor U or L as computed by ZSYTRF.
!> 

LDAF

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

IPIV

!>          IPIV is INTEGER array, dimension (N)
!>     Details of the interchanges and the block structure of D
!>     as determined by ZSYTRF.
!> 

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 COMPLEX*16 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 COMPLEX*16 array, dimension (LDY,NRHS)
!>     On entry, the solution matrix X, as computed by ZSYTRS.
!>     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 ZLA_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  boolean. Trust the answer if the
!>              reciprocal condition number is less than the threshold
!>              sqrt(n) * slamch('Epsilon').
!>
!>     err = 2  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 . 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 < 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  boolean. Trust the answer if the
!>              reciprocal condition number is less than the threshold
!>              sqrt(n) * slamch('Epsilon').
!>
!>     err = 2  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 . 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 COMPLEX*16 array, dimension (N)
!>     Workspace to hold the intermediate residual.
!> 

AYB

!>          AYB is DOUBLE PRECISION array, dimension (N)
!>     Workspace.
!> 

DY

!>          DY is COMPLEX*16 array, dimension (N)
!>     Workspace to hold the intermediate solution.
!> 

Y_TAIL

!>          Y_TAIL is COMPLEX*16 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 define 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 ZLA_HERFSX_EXTENDED had an illegal
!>             value
!> 

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Definition at line 388 of file zla_syrfsx_extended.f.

Author

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