File: zgsrfs.c

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/*
 * -- SuperLU routine (version 3.0) --
 * Univ. of California Berkeley, Xerox Palo Alto Research Center,
 * and Lawrence Berkeley National Lab.
 * October 15, 2003
 *
 */
/*
Copyright (c) 2003, The Regents of the University of California, through
Lawrence Berkeley National Laboratory (subject to receipt of any required 
approvals from U.S. Dept. of Energy) 

All rights reserved. 

The source code is distributed under BSD license, see the file License.txt
*/
/*
 * File name:	zgsrfs.c
 * History:     Modified from lapack routine ZGERFS
 */
#include <math.h>
#include "slu_zdefs.h"

void
zgsrfs(trans_t trans, SuperMatrix *A, SuperMatrix *L, SuperMatrix *U,
       int *perm_c, int *perm_r, char *equed, double *R, double *C,
       SuperMatrix *B, SuperMatrix *X, double *ferr, double *berr,
       SuperLUStat_t *stat, 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) trans_t
 *          Specifies the form of the system of equations:
 *          = NOTRANS: A * X = B  (No transpose)
 *          = TRANS:   A'* X = B  (Transpose)
 *          = CONJ:    A**H * X = B  (Conjugate 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 = SLU_NC, Dtype = SLU_Z, Mtype = SLU_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 = SLU_SC, Dtype = SLU_Z, Mtype = SLU_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 = SLU_NC, Dtype = SLU_Z, Mtype = SLU_TRU.
 *
 *   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.
 *
 *   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.
 *
 *   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 = SLU_DN, Dtype = SLU_Z, Mtype = SLU_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 = SLU_DN, Dtype = SLU_Z, Mtype = SLU_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).
 *
 *   stat     (output) SuperLUStat_t*
 *            Record the statistics on runtime and floating-point operation count.
 *            See util.h for the definition of 'SuperLUStat_t'.
 *
 *   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     transc[1];
    trans_t  transt;
    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 = (trans == NOTRANS);
    if ( !notran && trans != TRANS && trans != CONJ ) *info = -1;
    else if ( A->nrow != A->ncol || A->nrow < 0 ||
	      A->Stype != SLU_NC || A->Dtype != SLU_Z || A->Mtype != SLU_GE )
	*info = -2;
    else if ( L->nrow != L->ncol || L->nrow < 0 ||
 	      L->Stype != SLU_SC || L->Dtype != SLU_Z || L->Mtype != SLU_TRLU )
	*info = -3;
    else if ( U->nrow != U->ncol || U->nrow < 0 ||
 	      U->Stype != SLU_NC || U->Dtype != SLU_Z || U->Mtype != SLU_TRU )
	*info = -4;
    else if ( ldb < SUPERLU_MAX(0, A->nrow) ||
 	      B->Stype != SLU_DN || B->Dtype != SLU_Z || B->Mtype != SLU_GE )
        *info = -10;
    else if ( ldx < SUPERLU_MAX(0, A->nrow) ||
 	      X->Stype != SLU_DN || X->Dtype != SLU_Z || X->Mtype != SLU_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 *)transc = 'N';
        transt = TRANS;
    } else {
	*(unsigned char *)transc = 'T';
	transt = NOTRANS;
    }

    /* 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(transc, 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 = SUPERLU_MAX( s, z_abs1(&work[i]) / rwork[i] );
		else
		    s = SUPERLU_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_c, perm_r, &Bjcol, stat, 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 */

	stat->RefineSteps = count;

	/* 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_c, perm_r, &Bjcol, stat, 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_c, perm_r, &Bjcol, stat, 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 = SUPERLU_MAX( lstres, C[i] * z_abs1( &Xptr[i]) );
  	} else if ( !notran && rowequ ) {
	    for (i = 0; i < A->nrow; ++i)
	    	lstres = SUPERLU_MAX( lstres, R[i] * z_abs1( &Xptr[i]) );
	} else {
	    for (i = 0; i < A->nrow; ++i)
	    	lstres = SUPERLU_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 */