diff main/sparse/SuperLU/SRC/zgsrfs.c @ 0:6b33357c7561 octave-forge

Initial revision
author pkienzle
date Wed, 10 Oct 2001 19:54:49 +0000
parents
children b4a6ffecde4b
line wrap: on
line diff
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/main/sparse/SuperLU/SRC/zgsrfs.c	Wed Oct 10 19:54:49 2001 +0000
@@ -0,0 +1,440 @@
+
+
+/*
+ * -- SuperLU routine (version 2.0) --
+ * Univ. of California Berkeley, Xerox Palo Alto Research Center,
+ * and Lawrence Berkeley National Lab.
+ * November 15, 1997
+ *
+ */
+/*
+ * File name:	zgsrfs.c
+ * History:     Modified from lapack routine ZGERFS
+ */
+#include <math.h>
+#include "zsp_defs.h"
+#include "util.h"
+
+void
+zgsrfs(char *trans, SuperMatrix *A, SuperMatrix *L, SuperMatrix *U,
+       int *perm_r, int *perm_c, char *equed, double *R, double *C,
+       SuperMatrix *B, SuperMatrix *X, 
+       double *ferr, double *berr, int *info)
+{
+/*
+ *   Purpose   
+ *   =======   
+ *
+ *   ZGSRFS improves the computed solution to a system of linear   
+ *   equations and provides error bounds and backward error estimates for 
+ *   the solution.   
+ *
+ *   If equilibration was performed, the system becomes:
+ *           (diag(R)*A_original*diag(C)) * X = diag(R)*B_original.
+ *
+ *   See supermatrix.h for the definition of 'SuperMatrix' structure.
+ *
+ *   Arguments   
+ *   =========   
+ *
+ *   trans   (input) char*
+ *           Specifies the form of the system of equations:   
+ *           = 'N':  A * X = B     (No transpose)   
+ *           = 'T':  A**T * X = B  (Transpose)   
+ *           = 'C':  A**H * X = B  (Conjugate transpose = Transpose)
+ *   
+ *   A       (input) SuperMatrix*
+ *           The original matrix A in the system, or the scaled A if
+ *           equilibration was done. The type of A can be:
+ *           Stype = NC, Dtype = _Z, Mtype = GE.
+ *    
+ *   L       (input) SuperMatrix*
+ *	     The factor L from the factorization Pr*A*Pc=L*U. Use
+ *           compressed row subscripts storage for supernodes, 
+ *           i.e., L has types: Stype = SC, Dtype = _Z, Mtype = TRLU.
+ * 
+ *   U       (input) SuperMatrix*
+ *           The factor U from the factorization Pr*A*Pc=L*U as computed by
+ *           zgstrf(). Use column-wise storage scheme, 
+ *           i.e., U has types: Stype = NC, Dtype = _Z, Mtype = TRU.
+ *
+ *   perm_r  (input) int*, dimension (A->nrow)
+ *           Row permutation vector, which defines the permutation matrix Pr;
+ *           perm_r[i] = j means row i of A is in position j in Pr*A.
+ *
+ *   perm_c  (input) int*, dimension (A->ncol)
+ *	     Column permutation vector, which defines the 
+ *           permutation matrix Pc; perm_c[i] = j means column i of A is 
+ *           in position j in A*Pc.
+ *
+ *   equed   (input) Specifies the form of equilibration that was done.
+ *           = 'N': No equilibration.
+ *           = 'R': Row equilibration, i.e., A was premultiplied by diag(R).
+ *           = 'C': Column equilibration, i.e., A was postmultiplied by
+ *                  diag(C).
+ *           = 'B': Both row and column equilibration, i.e., A was replaced 
+ *                  by diag(R)*A*diag(C).
+ *
+ *   R       (input) double*, dimension (A->nrow)
+ *           The row scale factors for A.
+ *           If equed = 'R' or 'B', A is premultiplied by diag(R).
+ *           If equed = 'N' or 'C', R is not accessed.
+ * 
+ *   C       (input) double*, dimension (A->ncol)
+ *           The column scale factors for A.
+ *           If equed = 'C' or 'B', A is postmultiplied by diag(C).
+ *           If equed = 'N' or 'R', C is not accessed.
+ *
+ *   B       (input) SuperMatrix*
+ *           B has types: Stype = DN, Dtype = _Z, Mtype = GE.
+ *           The right hand side matrix B.
+ *           if equed = 'R' or 'B', B is premultiplied by diag(R).
+ *
+ *   X       (input/output) SuperMatrix*
+ *           X has types: Stype = DN, Dtype = _Z, Mtype = GE.
+ *           On entry, the solution matrix X, as computed by zgstrs().
+ *           On exit, the improved solution matrix X.
+ *           if *equed = 'C' or 'B', X should be premultiplied by diag(C)
+ *               in order to obtain the solution to the original system.
+ *
+ *   FERR    (output) double*, dimension (B->ncol)   
+ *           The estimated forward error bound for each solution vector   
+ *           X(j) (the j-th column of the solution matrix X).   
+ *           If XTRUE is the true solution corresponding to X(j), FERR(j) 
+ *           is an estimated upper bound for the magnitude of the largest 
+ *           element in (X(j) - XTRUE) divided by the magnitude of the   
+ *           largest element in X(j).  The estimate is as reliable as   
+ *           the estimate for RCOND, and is almost always a slight   
+ *           overestimate of the true error.
+ *
+ *   BERR    (output) double*, dimension (B->ncol)   
+ *           The componentwise relative backward error of each solution   
+ *           vector X(j) (i.e., the smallest relative change in   
+ *           any element of A or B that makes X(j) an exact solution).
+ *
+ *   info    (output) int*   
+ *           = 0:  successful exit   
+ *            < 0:  if INFO = -i, the i-th argument had an illegal value   
+ *
+ *    Internal Parameters   
+ *    ===================   
+ *
+ *    ITMAX is the maximum number of steps of iterative refinement.   
+ *
+ */  
+
+#define ITMAX 5
+    
+    /* Table of constant values */
+    int    ione = 1;
+    doublecomplex ndone = {-1., 0.};
+    doublecomplex done = {1., 0.};
+    
+    /* Local variables */
+    NCformat *Astore;
+    doublecomplex   *Aval;
+    SuperMatrix Bjcol;
+    DNformat *Bstore, *Xstore, *Bjcol_store;
+    doublecomplex   *Bmat, *Xmat, *Bptr, *Xptr;
+    int      kase;
+    double   safe1, safe2;
+    int      i, j, k, irow, nz, count, notran, rowequ, colequ;
+    int      ldb, ldx, nrhs;
+    double   s, xk, lstres, eps, safmin;
+    char     transt[1];
+    doublecomplex   *work;
+    double   *rwork;
+    int      *iwork;
+    extern double dlamch_(char *);
+    extern int zlacon_(int *, doublecomplex *, doublecomplex *, double *, int *);
+#ifdef _CRAY
+    extern int CCOPY(int *, doublecomplex *, int *, doublecomplex *, int *);
+    extern int CSAXPY(int *, doublecomplex *, doublecomplex *, int *, doublecomplex *, int *);
+#else
+    extern int zcopy_(int *, doublecomplex *, int *, doublecomplex *, int *);
+    extern int zaxpy_(int *, doublecomplex *, doublecomplex *, int *, doublecomplex *, int *);
+#endif
+
+    Astore = A->Store;
+    Aval   = Astore->nzval;
+    Bstore = B->Store;
+    Xstore = X->Store;
+    Bmat   = Bstore->nzval;
+    Xmat   = Xstore->nzval;
+    ldb    = Bstore->lda;
+    ldx    = Xstore->lda;
+    nrhs   = B->ncol;
+    
+    /* Test the input parameters */
+    *info = 0;
+    notran = lsame_(trans, "N");
+    if ( !notran && !lsame_(trans, "T") && !lsame_(trans, "C"))	*info = -1;
+    else if ( A->nrow != A->ncol || A->nrow < 0 ||
+	      A->Stype != NC || A->Dtype != _Z || A->Mtype != GE )
+	*info = -2;
+    else if ( L->nrow != L->ncol || L->nrow < 0 ||
+ 	      L->Stype != SC || L->Dtype != _Z || L->Mtype != TRLU )
+	*info = -3;
+    else if ( U->nrow != U->ncol || U->nrow < 0 ||
+ 	      U->Stype != NC || U->Dtype != _Z || U->Mtype != TRU )
+	*info = -4;
+    else if ( ldb < MAX(0, A->nrow) ||
+ 	      B->Stype != DN || B->Dtype != _Z || B->Mtype != GE )
+        *info = -10;
+    else if ( ldx < MAX(0, A->nrow) ||
+ 	      X->Stype != DN || X->Dtype != _Z || X->Mtype != GE )
+	*info = -11;
+    if (*info != 0) {
+	i = -(*info);
+	xerbla_("zgsrfs", &i);
+	return;
+    }
+
+    /* Quick return if possible */
+    if ( A->nrow == 0 || nrhs == 0) {
+	for (j = 0; j < nrhs; ++j) {
+	    ferr[j] = 0.;
+	    berr[j] = 0.;
+	}
+	return;
+    }
+
+    rowequ = lsame_(equed, "R") || lsame_(equed, "B");
+    colequ = lsame_(equed, "C") || lsame_(equed, "B");
+    
+    /* Allocate working space */
+    work = doublecomplexMalloc(2*A->nrow);
+    rwork = (double *) SUPERLU_MALLOC( A->nrow * sizeof(double) );
+    iwork = intMalloc(A->nrow);
+    if ( !work || !rwork || !iwork ) 
+        ABORT("Malloc fails for work/rwork/iwork.");
+    
+    if ( notran ) {
+	*(unsigned char *)transt = 'T';
+    } else {
+	*(unsigned char *)transt = 'N';
+    }
+
+    /* NZ = maximum number of nonzero elements in each row of A, plus 1 */
+    nz     = A->ncol + 1;
+    eps    = dlamch_("Epsilon");
+    safmin = dlamch_("Safe minimum");
+    safe1  = nz * safmin;
+    safe2  = safe1 / eps;
+
+    /* Compute the number of nonzeros in each row (or column) of A */
+    for (i = 0; i < A->nrow; ++i) iwork[i] = 0;
+    if ( notran ) {
+	for (k = 0; k < A->ncol; ++k)
+	    for (i = Astore->colptr[k]; i < Astore->colptr[k+1]; ++i) 
+		++iwork[Astore->rowind[i]];
+    } else {
+	for (k = 0; k < A->ncol; ++k)
+	    iwork[k] = Astore->colptr[k+1] - Astore->colptr[k];
+    }	
+
+    /* Copy one column of RHS B into Bjcol. */
+    Bjcol.Stype = B->Stype;
+    Bjcol.Dtype = B->Dtype;
+    Bjcol.Mtype = B->Mtype;
+    Bjcol.nrow  = B->nrow;
+    Bjcol.ncol  = 1;
+    Bjcol.Store = (void *) SUPERLU_MALLOC( sizeof(DNformat) );
+    if ( !Bjcol.Store ) ABORT("SUPERLU_MALLOC fails for Bjcol.Store");
+    Bjcol_store = Bjcol.Store;
+    Bjcol_store->lda = ldb;
+    Bjcol_store->nzval = work; /* address aliasing */
+	
+    /* Do for each right hand side ... */
+    for (j = 0; j < nrhs; ++j) {
+	count = 0;
+	lstres = 3.;
+	Bptr = &Bmat[j*ldb];
+	Xptr = &Xmat[j*ldx];
+
+	while (1) { /* Loop until stopping criterion is satisfied. */
+
+	    /* Compute residual R = B - op(A) * X,   
+	       where op(A) = A, A**T, or A**H, depending on TRANS. */
+	    
+#ifdef _CRAY
+	    CCOPY(&A->nrow, Bptr, &ione, work, &ione);
+#else
+	    zcopy_(&A->nrow, Bptr, &ione, work, &ione);
+#endif
+	    sp_zgemv(trans, ndone, A, Xptr, ione, done, work, ione);
+
+	    /* Compute componentwise relative backward error from formula 
+	       max(i) ( abs(R(i)) / ( abs(op(A))*abs(X) + abs(B) )(i) )   
+	       where abs(Z) is the componentwise absolute value of the matrix
+	       or vector Z.  If the i-th component of the denominator is less
+	       than SAFE2, then SAFE1 is added to the i-th component of the   
+	       numerator and denominator before dividing. */
+
+	    for (i = 0; i < A->nrow; ++i) rwork[i] = z_abs1( &Bptr[i] );
+	    
+	    /* Compute abs(op(A))*abs(X) + abs(B). */
+	    if (notran) {
+		for (k = 0; k < A->ncol; ++k) {
+		    xk = z_abs1( &Xptr[k] );
+		    for (i = Astore->colptr[k]; i < Astore->colptr[k+1]; ++i)
+			rwork[Astore->rowind[i]] += z_abs1(&Aval[i]) * xk;
+		}
+	    } else {
+		for (k = 0; k < A->ncol; ++k) {
+		    s = 0.;
+		    for (i = Astore->colptr[k]; i < Astore->colptr[k+1]; ++i) {
+			irow = Astore->rowind[i];
+			s += z_abs1(&Aval[i]) * z_abs1(&Xptr[irow]);
+		    }
+		    rwork[k] += s;
+		}
+	    }
+	    s = 0.;
+	    for (i = 0; i < A->nrow; ++i) {
+		if (rwork[i] > safe2)
+		    s = MAX( s, z_abs1(&work[i]) / rwork[i] );
+		else
+		    s = MAX( s, (z_abs1(&work[i]) + safe1) / 
+				(rwork[i] + safe1) );
+	    }
+	    berr[j] = s;
+
+	    /* Test stopping criterion. Continue iterating if   
+	       1) The residual BERR(J) is larger than machine epsilon, and   
+	       2) BERR(J) decreased by at least a factor of 2 during the   
+	          last iteration, and   
+	       3) At most ITMAX iterations tried. */
+
+	    if (berr[j] > eps && berr[j] * 2. <= lstres && count < ITMAX) {
+		/* Update solution and try again. */
+		zgstrs (trans, L, U, perm_r, perm_c, &Bjcol, info);
+		
+#ifdef _CRAY
+		CAXPY(&A->nrow, &done, work, &ione,
+		       &Xmat[j*ldx], &ione);
+#else
+		zaxpy_(&A->nrow, &done, work, &ione,
+		       &Xmat[j*ldx], &ione);
+#endif
+		lstres = berr[j];
+		++count;
+	    } else {
+		break;
+	    }
+        
+	} /* end while */
+
+	/* 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 ZLACON 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) ))) */
+	
+	for (i = 0; i < A->nrow; ++i) rwork[i] = z_abs1( &Bptr[i] );
+	
+	/* Compute abs(op(A))*abs(X) + abs(B). */
+	if ( notran ) {
+	    for (k = 0; k < A->ncol; ++k) {
+		xk = z_abs1( &Xptr[k] );
+		for (i = Astore->colptr[k]; i < Astore->colptr[k+1]; ++i)
+		    rwork[Astore->rowind[i]] += z_abs1(&Aval[i]) * xk;
+	    }
+	} else {
+	    for (k = 0; k < A->ncol; ++k) {
+		s = 0.;
+		for (i = Astore->colptr[k]; i < Astore->colptr[k+1]; ++i) {
+		    irow = Astore->rowind[i];
+		    xk = z_abs1( &Xptr[irow] );
+		    s += z_abs1(&Aval[i]) * xk;
+		}
+		rwork[k] += s;
+	    }
+	}
+	
+	for (i = 0; i < A->nrow; ++i)
+	    if (rwork[i] > safe2)
+		rwork[i] = z_abs(&work[i]) + (iwork[i]+1)*eps*rwork[i];
+	    else
+		rwork[i] = z_abs(&work[i])+(iwork[i]+1)*eps*rwork[i]+safe1;
+	kase = 0;
+
+	do {
+	    zlacon_(&A->nrow, &work[A->nrow], work,
+		    &ferr[j], &kase);
+	    if (kase == 0) break;
+
+	    if (kase == 1) {
+		/* Multiply by diag(W)*inv(op(A)**T)*(diag(C) or diag(R)). */
+		if ( notran && colequ )
+		    for (i = 0; i < A->ncol; ++i) {
+		        zd_mult(&work[i], &work[i], C[i]);
+	            }
+		else if ( !notran && rowequ )
+		    for (i = 0; i < A->nrow; ++i) {
+		        zd_mult(&work[i], &work[i], R[i]);
+                    }
+
+		zgstrs (transt, L, U, perm_r, perm_c, &Bjcol, info);
+		
+		for (i = 0; i < A->nrow; ++i) {
+		    zd_mult(&work[i], &work[i], rwork[i]);
+	 	}
+	    } else {
+		/* Multiply by (diag(C) or diag(R))*inv(op(A))*diag(W). */
+		for (i = 0; i < A->nrow; ++i) {
+		    zd_mult(&work[i], &work[i], rwork[i]);
+		}
+		
+		zgstrs (trans, L, U, perm_r, perm_c, &Bjcol, info);
+		
+		if ( notran && colequ )
+		    for (i = 0; i < A->ncol; ++i) {
+		        zd_mult(&work[i], &work[i], C[i]);
+		    }
+		else if ( !notran && rowequ )
+		    for (i = 0; i < A->ncol; ++i) {
+		        zd_mult(&work[i], &work[i], R[i]);  
+		    }
+	    }
+	    
+	} while ( kase != 0 );
+
+	/* Normalize error. */
+	lstres = 0.;
+ 	if ( notran && colequ ) {
+	    for (i = 0; i < A->nrow; ++i)
+	    	lstres = MAX( lstres, C[i] * z_abs1( &Xptr[i]) );
+  	} else if ( !notran && rowequ ) {
+	    for (i = 0; i < A->nrow; ++i)
+	    	lstres = MAX( lstres, R[i] * z_abs1( &Xptr[i]) );
+	} else {
+	    for (i = 0; i < A->nrow; ++i)
+	    	lstres = MAX( lstres, z_abs1( &Xptr[i]) );
+	}
+	if ( lstres != 0. )
+	    ferr[j] /= lstres;
+
+    } /* for each RHS j ... */
+    
+    SUPERLU_FREE(work);
+    SUPERLU_FREE(rwork);
+    SUPERLU_FREE(iwork);
+    SUPERLU_FREE(Bjcol.Store);
+
+    return;
+
+} /* zgsrfs */