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477 lines
14 KiB
477 lines
14 KiB
2 years ago
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*> \brief \b ZTRRFS
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*
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* =========== DOCUMENTATION ===========
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*
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* Online html documentation available at
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* http://www.netlib.org/lapack/explore-html/
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*
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*> \htmlonly
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*> Download ZTRRFS + dependencies
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/ztrrfs.f">
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*> [TGZ]</a>
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/ztrrfs.f">
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*> [ZIP]</a>
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/ztrrfs.f">
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*> [TXT]</a>
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*> \endhtmlonly
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*
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* Definition:
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* ===========
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*
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* SUBROUTINE ZTRRFS( UPLO, TRANS, DIAG, N, NRHS, A, LDA, B, LDB, X,
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* LDX, FERR, BERR, WORK, RWORK, INFO )
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*
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* .. Scalar Arguments ..
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* CHARACTER DIAG, TRANS, UPLO
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* INTEGER INFO, LDA, LDB, LDX, N, NRHS
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* ..
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* .. Array Arguments ..
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* DOUBLE PRECISION BERR( * ), FERR( * ), RWORK( * )
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* COMPLEX*16 A( LDA, * ), B( LDB, * ), WORK( * ),
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* $ X( LDX, * )
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* ..
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*
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*
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*> \par Purpose:
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* =============
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*>
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*> \verbatim
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*>
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*> ZTRRFS provides error bounds and backward error estimates for the
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*> solution to a system of linear equations with a triangular
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*> coefficient matrix.
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*>
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*> The solution matrix X must be computed by ZTRTRS or some other
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*> means before entering this routine. ZTRRFS does not do iterative
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*> refinement because doing so cannot improve the backward error.
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*> \endverbatim
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*
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* Arguments:
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* ==========
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*
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*> \param[in] UPLO
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*> \verbatim
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*> UPLO is CHARACTER*1
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*> = 'U': A is upper triangular;
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*> = 'L': A is lower triangular.
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*> \endverbatim
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*>
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*> \param[in] TRANS
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*> \verbatim
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*> TRANS is CHARACTER*1
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*> Specifies the form of the system of equations:
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*> = 'N': A * X = B (No transpose)
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*> = 'T': A**T * X = B (Transpose)
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*> = 'C': A**H * X = B (Conjugate transpose)
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*> \endverbatim
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*>
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*> \param[in] DIAG
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*> \verbatim
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*> DIAG is CHARACTER*1
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*> = 'N': A is non-unit triangular;
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*> = 'U': A is unit triangular.
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*> \endverbatim
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*>
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*> \param[in] N
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*> \verbatim
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*> N is INTEGER
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*> The order of the matrix A. N >= 0.
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*> \endverbatim
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*>
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*> \param[in] NRHS
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*> \verbatim
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*> NRHS is INTEGER
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*> The number of right hand sides, i.e., the number of columns
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*> of the matrices B and X. NRHS >= 0.
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*> \endverbatim
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*>
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*> \param[in] A
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*> \verbatim
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*> A is COMPLEX*16 array, dimension (LDA,N)
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*> The triangular matrix A. If UPLO = 'U', the leading N-by-N
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*> upper triangular part of the array A contains the upper
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*> triangular matrix, and the strictly lower triangular part of
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*> A is not referenced. If UPLO = 'L', the leading N-by-N lower
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*> triangular part of the array A contains the lower triangular
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*> matrix, and the strictly upper triangular part of A is not
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*> referenced. If DIAG = 'U', the diagonal elements of A are
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*> also not referenced and are assumed to be 1.
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*> \endverbatim
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*>
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*> \param[in] LDA
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*> \verbatim
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*> LDA is INTEGER
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*> The leading dimension of the array A. LDA >= max(1,N).
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*> \endverbatim
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*>
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*> \param[in] B
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*> \verbatim
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*> B is COMPLEX*16 array, dimension (LDB,NRHS)
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*> The right hand side matrix B.
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*> \endverbatim
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*>
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*> \param[in] LDB
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*> \verbatim
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*> LDB is INTEGER
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*> The leading dimension of the array B. LDB >= max(1,N).
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*> \endverbatim
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*>
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*> \param[in] X
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*> \verbatim
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*> X is COMPLEX*16 array, dimension (LDX,NRHS)
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*> The solution matrix X.
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*> \endverbatim
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*>
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*> \param[in] LDX
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*> \verbatim
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*> LDX is INTEGER
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*> The leading dimension of the array X. LDX >= max(1,N).
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*> \endverbatim
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*>
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*> \param[out] FERR
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*> \verbatim
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*> FERR is DOUBLE PRECISION array, dimension (NRHS)
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*> The estimated forward error bound for each solution vector
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*> X(j) (the j-th column of the solution matrix X).
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*> If XTRUE is the true solution corresponding to X(j), FERR(j)
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*> is an estimated upper bound for the magnitude of the largest
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*> element in (X(j) - XTRUE) divided by the magnitude of the
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*> largest element in X(j). The estimate is as reliable as
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*> the estimate for RCOND, and is almost always a slight
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*> overestimate of the true error.
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*> \endverbatim
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*>
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*> \param[out] BERR
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*> \verbatim
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*> BERR is DOUBLE PRECISION array, dimension (NRHS)
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*> The componentwise relative backward error of each solution
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*> vector X(j) (i.e., the smallest relative change in
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*> any element of A or B that makes X(j) an exact solution).
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*> \endverbatim
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*>
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*> \param[out] WORK
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*> \verbatim
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*> WORK is COMPLEX*16 array, dimension (2*N)
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*> \endverbatim
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*>
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*> \param[out] RWORK
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*> \verbatim
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*> RWORK is DOUBLE PRECISION array, dimension (N)
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*> \endverbatim
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*>
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*> \param[out] INFO
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*> \verbatim
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*> INFO is INTEGER
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*> = 0: successful exit
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*> < 0: if INFO = -i, the i-th argument had an illegal value
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*> \endverbatim
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*
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* Authors:
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* ========
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*
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*> \author Univ. of Tennessee
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*> \author Univ. of California Berkeley
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*> \author Univ. of Colorado Denver
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*> \author NAG Ltd.
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*
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*> \ingroup complex16OTHERcomputational
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*
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* =====================================================================
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SUBROUTINE ZTRRFS( UPLO, TRANS, DIAG, N, NRHS, A, LDA, B, LDB, X,
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$ LDX, FERR, BERR, WORK, RWORK, INFO )
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*
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* -- LAPACK computational routine --
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* -- LAPACK is a software package provided by Univ. of Tennessee, --
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* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
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*
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* .. Scalar Arguments ..
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CHARACTER DIAG, TRANS, UPLO
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INTEGER INFO, LDA, LDB, LDX, N, NRHS
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* ..
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* .. Array Arguments ..
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DOUBLE PRECISION BERR( * ), FERR( * ), RWORK( * )
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COMPLEX*16 A( LDA, * ), B( LDB, * ), WORK( * ),
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$ X( LDX, * )
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* ..
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*
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* =====================================================================
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*
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* .. Parameters ..
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DOUBLE PRECISION ZERO
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PARAMETER ( ZERO = 0.0D+0 )
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COMPLEX*16 ONE
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PARAMETER ( ONE = ( 1.0D+0, 0.0D+0 ) )
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* ..
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* .. Local Scalars ..
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LOGICAL NOTRAN, NOUNIT, UPPER
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CHARACTER TRANSN, TRANST
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INTEGER I, J, K, KASE, NZ
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DOUBLE PRECISION EPS, LSTRES, S, SAFE1, SAFE2, SAFMIN, XK
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COMPLEX*16 ZDUM
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* ..
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* .. Local Arrays ..
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INTEGER ISAVE( 3 )
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* ..
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* .. External Subroutines ..
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EXTERNAL XERBLA, ZAXPY, ZCOPY, ZLACN2, ZTRMV, ZTRSV
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* ..
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* .. Intrinsic Functions ..
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INTRINSIC ABS, DBLE, DIMAG, MAX
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* ..
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* .. External Functions ..
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LOGICAL LSAME
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DOUBLE PRECISION DLAMCH
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EXTERNAL LSAME, DLAMCH
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* ..
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* .. Statement Functions ..
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DOUBLE PRECISION CABS1
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* ..
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* .. Statement Function definitions ..
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CABS1( ZDUM ) = ABS( DBLE( ZDUM ) ) + ABS( DIMAG( ZDUM ) )
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* ..
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* .. Executable Statements ..
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*
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* Test the input parameters.
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*
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INFO = 0
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UPPER = LSAME( UPLO, 'U' )
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NOTRAN = LSAME( TRANS, 'N' )
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NOUNIT = LSAME( DIAG, 'N' )
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*
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IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
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INFO = -1
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ELSE IF( .NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'T' ) .AND. .NOT.
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$ LSAME( TRANS, 'C' ) ) THEN
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INFO = -2
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ELSE IF( .NOT.NOUNIT .AND. .NOT.LSAME( DIAG, 'U' ) ) THEN
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INFO = -3
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ELSE IF( N.LT.0 ) THEN
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INFO = -4
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ELSE IF( NRHS.LT.0 ) THEN
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INFO = -5
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ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
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INFO = -7
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ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
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INFO = -9
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ELSE IF( LDX.LT.MAX( 1, N ) ) THEN
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INFO = -11
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END IF
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IF( INFO.NE.0 ) THEN
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CALL XERBLA( 'ZTRRFS', -INFO )
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RETURN
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END IF
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*
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* Quick return if possible
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*
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IF( N.EQ.0 .OR. NRHS.EQ.0 ) THEN
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DO 10 J = 1, NRHS
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FERR( J ) = ZERO
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BERR( J ) = ZERO
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10 CONTINUE
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RETURN
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END IF
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*
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IF( NOTRAN ) THEN
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TRANSN = 'N'
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TRANST = 'C'
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ELSE
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TRANSN = 'C'
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TRANST = 'N'
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END IF
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*
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* NZ = maximum number of nonzero elements in each row of A, plus 1
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*
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NZ = N + 1
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EPS = DLAMCH( 'Epsilon' )
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SAFMIN = DLAMCH( 'Safe minimum' )
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SAFE1 = NZ*SAFMIN
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SAFE2 = SAFE1 / EPS
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*
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* Do for each right hand side
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*
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DO 250 J = 1, NRHS
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*
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* Compute residual R = B - op(A) * X,
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* where op(A) = A, A**T, or A**H, depending on TRANS.
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*
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CALL ZCOPY( N, X( 1, J ), 1, WORK, 1 )
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CALL ZTRMV( UPLO, TRANS, DIAG, N, A, LDA, WORK, 1 )
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CALL ZAXPY( N, -ONE, B( 1, J ), 1, WORK, 1 )
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*
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* Compute componentwise relative backward error from formula
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*
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* max(i) ( abs(R(i)) / ( abs(op(A))*abs(X) + abs(B) )(i) )
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*
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* where abs(Z) is the componentwise absolute value of the matrix
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* or vector Z. If the i-th component of the denominator is less
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* than SAFE2, then SAFE1 is added to the i-th components of the
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* numerator and denominator before dividing.
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*
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DO 20 I = 1, N
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RWORK( I ) = CABS1( B( I, J ) )
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20 CONTINUE
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*
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IF( NOTRAN ) THEN
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*
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* Compute abs(A)*abs(X) + abs(B).
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*
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IF( UPPER ) THEN
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IF( NOUNIT ) THEN
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DO 40 K = 1, N
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XK = CABS1( X( K, J ) )
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DO 30 I = 1, K
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RWORK( I ) = RWORK( I ) + CABS1( A( I, K ) )*XK
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30 CONTINUE
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40 CONTINUE
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ELSE
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DO 60 K = 1, N
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XK = CABS1( X( K, J ) )
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DO 50 I = 1, K - 1
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RWORK( I ) = RWORK( I ) + CABS1( A( I, K ) )*XK
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50 CONTINUE
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RWORK( K ) = RWORK( K ) + XK
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60 CONTINUE
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END IF
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ELSE
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IF( NOUNIT ) THEN
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DO 80 K = 1, N
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XK = CABS1( X( K, J ) )
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DO 70 I = K, N
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RWORK( I ) = RWORK( I ) + CABS1( A( I, K ) )*XK
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70 CONTINUE
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80 CONTINUE
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ELSE
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DO 100 K = 1, N
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XK = CABS1( X( K, J ) )
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DO 90 I = K + 1, N
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RWORK( I ) = RWORK( I ) + CABS1( A( I, K ) )*XK
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90 CONTINUE
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RWORK( K ) = RWORK( K ) + XK
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100 CONTINUE
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END IF
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END IF
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ELSE
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*
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* Compute abs(A**H)*abs(X) + abs(B).
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*
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IF( UPPER ) THEN
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IF( NOUNIT ) THEN
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DO 120 K = 1, N
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S = ZERO
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|
|
DO 110 I = 1, K
|
||
|
|
S = S + CABS1( A( I, K ) )*CABS1( X( I, J ) )
|
||
|
|
110 CONTINUE
|
||
|
|
RWORK( K ) = RWORK( K ) + S
|
||
|
|
120 CONTINUE
|
||
|
|
ELSE
|
||
|
|
DO 140 K = 1, N
|
||
|
|
S = CABS1( X( K, J ) )
|
||
|
|
DO 130 I = 1, K - 1
|
||
|
|
S = S + CABS1( A( I, K ) )*CABS1( X( I, J ) )
|
||
|
|
130 CONTINUE
|
||
|
|
RWORK( K ) = RWORK( K ) + S
|
||
|
|
140 CONTINUE
|
||
|
|
END IF
|
||
|
|
ELSE
|
||
|
|
IF( NOUNIT ) THEN
|
||
|
|
DO 160 K = 1, N
|
||
|
|
S = ZERO
|
||
|
|
DO 150 I = K, N
|
||
|
|
S = S + CABS1( A( I, K ) )*CABS1( X( I, J ) )
|
||
|
|
150 CONTINUE
|
||
|
|
RWORK( K ) = RWORK( K ) + S
|
||
|
|
160 CONTINUE
|
||
|
|
ELSE
|
||
|
|
DO 180 K = 1, N
|
||
|
|
S = CABS1( X( K, J ) )
|
||
|
|
DO 170 I = K + 1, N
|
||
|
|
S = S + CABS1( A( I, K ) )*CABS1( X( I, J ) )
|
||
|
|
170 CONTINUE
|
||
|
|
RWORK( K ) = RWORK( K ) + S
|
||
|
|
180 CONTINUE
|
||
|
|
END IF
|
||
|
|
END IF
|
||
|
|
END IF
|
||
|
|
S = ZERO
|
||
|
|
DO 190 I = 1, N
|
||
|
|
IF( RWORK( I ).GT.SAFE2 ) THEN
|
||
|
|
S = MAX( S, CABS1( WORK( I ) ) / RWORK( I ) )
|
||
|
|
ELSE
|
||
|
|
S = MAX( S, ( CABS1( WORK( I ) )+SAFE1 ) /
|
||
|
|
$ ( RWORK( I )+SAFE1 ) )
|
||
|
|
END IF
|
||
|
|
190 CONTINUE
|
||
|
|
BERR( J ) = S
|
||
|
|
*
|
||
|
|
* Bound error from formula
|
||
|
|
*
|
||
|
|
* norm(X - XTRUE) / norm(X) .le. FERR =
|
||
|
|
* norm( abs(inv(op(A)))*
|
||
|
|
* ( abs(R) + NZ*EPS*( abs(op(A))*abs(X)+abs(B) ))) / norm(X)
|
||
|
|
*
|
||
|
|
* where
|
||
|
|
* norm(Z) is the magnitude of the largest component of Z
|
||
|
|
* inv(op(A)) is the inverse of op(A)
|
||
|
|
* abs(Z) is the componentwise absolute value of the matrix or
|
||
|
|
* vector Z
|
||
|
|
* NZ is the maximum number of nonzeros in any row of A, plus 1
|
||
|
|
* EPS is machine epsilon
|
||
|
|
*
|
||
|
|
* The i-th component of abs(R)+NZ*EPS*(abs(op(A))*abs(X)+abs(B))
|
||
|
|
* is incremented by SAFE1 if the i-th component of
|
||
|
|
* abs(op(A))*abs(X) + abs(B) is less than SAFE2.
|
||
|
|
*
|
||
|
|
* Use ZLACN2 to estimate the infinity-norm of the matrix
|
||
|
|
* inv(op(A)) * diag(W),
|
||
|
|
* where W = abs(R) + NZ*EPS*( abs(op(A))*abs(X)+abs(B) )))
|
||
|
|
*
|
||
|
|
DO 200 I = 1, N
|
||
|
|
IF( RWORK( I ).GT.SAFE2 ) THEN
|
||
|
|
RWORK( I ) = CABS1( WORK( I ) ) + NZ*EPS*RWORK( I )
|
||
|
|
ELSE
|
||
|
|
RWORK( I ) = CABS1( WORK( I ) ) + NZ*EPS*RWORK( I ) +
|
||
|
|
$ SAFE1
|
||
|
|
END IF
|
||
|
|
200 CONTINUE
|
||
|
|
*
|
||
|
|
KASE = 0
|
||
|
|
210 CONTINUE
|
||
|
|
CALL ZLACN2( N, WORK( N+1 ), WORK, FERR( J ), KASE, ISAVE )
|
||
|
|
IF( KASE.NE.0 ) THEN
|
||
|
|
IF( KASE.EQ.1 ) THEN
|
||
|
|
*
|
||
|
|
* Multiply by diag(W)*inv(op(A)**H).
|
||
|
|
*
|
||
|
|
CALL ZTRSV( UPLO, TRANST, DIAG, N, A, LDA, WORK, 1 )
|
||
|
|
DO 220 I = 1, N
|
||
|
|
WORK( I ) = RWORK( I )*WORK( I )
|
||
|
|
220 CONTINUE
|
||
|
|
ELSE
|
||
|
|
*
|
||
|
|
* Multiply by inv(op(A))*diag(W).
|
||
|
|
*
|
||
|
|
DO 230 I = 1, N
|
||
|
|
WORK( I ) = RWORK( I )*WORK( I )
|
||
|
|
230 CONTINUE
|
||
|
|
CALL ZTRSV( UPLO, TRANSN, DIAG, N, A, LDA, WORK, 1 )
|
||
|
|
END IF
|
||
|
|
GO TO 210
|
||
|
|
END IF
|
||
|
|
*
|
||
|
|
* Normalize error.
|
||
|
|
*
|
||
|
|
LSTRES = ZERO
|
||
|
|
DO 240 I = 1, N
|
||
|
|
LSTRES = MAX( LSTRES, CABS1( X( I, J ) ) )
|
||
|
|
240 CONTINUE
|
||
|
|
IF( LSTRES.NE.ZERO )
|
||
|
|
$ FERR( J ) = FERR( J ) / LSTRES
|
||
|
|
*
|
||
|
|
250 CONTINUE
|
||
|
|
*
|
||
|
|
RETURN
|
||
|
|
*
|
||
|
|
* End of ZTRRFS
|
||
|
|
*
|
||
|
|
END
|