DSGESV(3)

πŸ“¦ version 3.12.0, in opensuse-leap 16.0

πŸ’– DSGESV(3) β€” dsgesv.f(3) from the Library Functions Manual πŸ’–

Okay bestie, welcome to your fave LAPACK mixed-precision moment. The manual name is literally dsgesv.f(3) and this whole thing is serving group-chat energy with every fact intact.


πŸ’… NAME πŸ’…

This page is for the file:

/home/abuild/rpmbuild/BUILD/lapack-static-3.12.0-build/lapack-3.12.0/SRC/dsgesv.f

That's it. That's the name. Slay.


✨ SYNOPSIS ✨

🫢 Functions/Subroutines 🫢

       subroutine DSGESV (n, nrhs, a, lda, ipiv, b, ldb, x, ldx, work, swork,
           iter, info)

DSGESV computes the solution to system of linear equations A * X = B for GE matrices (mixed precision with iterative refinement). Yes ma'am, mixed precision and iterative refinement in one routine.


πŸŽ€ Function/Subroutine Documentation πŸŽ€

   subroutine DSGESV (integer n, integer nrhs, double precision, dimension(
       lda, * ) a, integer lda, integer, dimension( * ) ipiv, double precision,
       dimension( ldb, * ) b, integer ldb, double precision, dimension( ldx, *
       ) x, integer ldx, double precision, dimension( n, * ) work, real,
       dimension( * ) swork, integer iter, integer info)

DSGESV computes the solution to system of linear equations A * X = B for GE matrices (mixed precision with iterative refinement).

πŸ’œ Purpose πŸ’œ

Okay so here's the plot: DSGESV computes the solution to a real system of linear equations

A * X = B,

where A is an N-by-N matrix and X and B are N-by-NRHS matrices. Important distinction, bestie.

First it tries to factorize the matrix in SINGLE PRECISION and then use that factorization inside an iterative refinement procedure. The goal? A solution with DOUBLE PRECISION normwise backward error quality (see below). If that approach fails, it switches to a DOUBLE PRECISION factorization and solve. No drama, just fallback.

Real talk: iterative refinement is not going to be a winning strategy if the ratio

SINGLE PRECISION performance over DOUBLE PRECISION performance

is too small. A reasonable strategy should take the number of right-hand sides and the size of the matrix into account. This might be done with a call to ILAENV in the future. Up to now, we always try iterative refinement. Always. Periodt.

The iterative refinement process is stopped if

ITER > ITERMAX

or for all the RHS we have:

RNRM < SQRT(N)*XNRM*ANRM*EPS*BWDMAX

where:

  • ITER is the number of the current iteration in the iterative refinement process
  • RNRM is the infinity-norm of the residual
  • XNRM is the infinity-norm of the solution
  • ANRM is the infinity-operator-norm of the matrix A
  • EPS is the machine epsilon returned by DLAMCH('Epsilon')

The value ITERMAX and BWDMAX are fixed to 30 and 1.0D+00 respectively. Cute constants, honestly.

🌸 Parameters 🌸

  • N β€” N is INTEGER. The number of linear equations, i.e., the order of the matrix A. N >= 0. Zero is allowed, bestie.
  • NRHS β€” NRHS is INTEGER. The number of right hand sides, i.e., the number of columns of the matrix B. NRHS >= 0.
  • A β€” A is DOUBLE PRECISION array, dimension (LDA,N). On entry, the N-by-N coefficient matrix A. On exit: if iterative refinement has been successfully used (INFO = 0 and ITER >= 0, see description below), then A is unchanged. If double precision factorization has been used (INFO = 0 and ITER < 0, see description below), then the array A contains the factors L and U from the factorization A = P*L*U; the unit diagonal elements of L are not stored. So yes, A can get a whole new personality on exit.
  • LDA β€” LDA is INTEGER. The leading dimension of the array A. LDA >= max(1,N).
  • IPIV β€” IPIV is INTEGER array, dimension (N). The pivot indices that define the permutation matrix P; row i of the matrix was interchanged with row IPIV(i). Corresponds either to the single precision factorization (if INFO = 0 and ITER >= 0) or the double precision factorization (if INFO = 0 and ITER < 0). Pivot tea πŸ«–.
  • B β€” B is DOUBLE PRECISION array, dimension (LDB,NRHS). The N-by-NRHS right hand side matrix B.
  • LDB β€” LDB is INTEGER. The leading dimension of the array B. LDB >= max(1,N).
  • X β€” X is DOUBLE PRECISION array, dimension (LDX,NRHS). If INFO = 0, the N-by-NRHS solution matrix X. This is the moment.
  • LDX β€” LDX is INTEGER. The leading dimension of the array X. LDX >= max(1,N).
  • WORK β€” WORK is DOUBLE PRECISION array, dimension (N,NRHS). This array is used to hold the residual vectors. It's literally holding the receipts.
  • SWORK β€” SWORK is REAL array, dimension (N*(N+NRHS)). This array is used to use the single precision matrix and the right-hand sides or solutions in single precision. Single-precision storage, doing its supporting-character job.
  • ITER β€” ITER is INTEGER. The vibe check on iterative refinement:
    • < 0: iterative refinement has failed, double precision factorization has been performed.
      • -1: the routine fell back to full precision for implementation- or machine-specific reasons
      • -2: narrowing the precision induced an overflow, the routine fell back to full precision
      • -3: failure of SGETRF
      • -31: stop the iterative refinement after the 30th iterations
    • > 0: iterative refinement has been successfully used. Returns the number of iterations.
  • INFO β€” INFO is INTEGER. Exit status tea:
    • = 0: successful exit
    • < 0: if INFO = -i, the i-th argument had an illegal value
    • > 0: if INFO = i, U(i,i) computed in DOUBLE PRECISION is exactly zero. The factorization has been completed, but the factor U is exactly singular, so the solution could not be computed. Not the slay we wanted πŸ’€.

πŸ¦‹ Author πŸ¦‹

  • Univ. of Tennessee
  • Univ. of California Berkeley
  • Univ. of Colorado Denver
  • NAG Ltd.

🧚 Definition at line 🧚

Definition at line 193 of file dsgesv.f. That's the exact line, bestie, no guessing.

πŸ’« Author (the auto-generated one) πŸ’«

Generated automatically by Doxygen for LAPACK from the source code. So yes, the docs also have main-character energy from a machine.


Sign-off: this page is from LAPACK Version 3.12.0, and the footer path is /home/abui...RC/dsgesv.f(3). The date? Not printed on the page, so I'm not inventing one β€” consider this your cute little footer moment instead: stay precise, check your LDA, and may your U never be exactly singular πŸ’–βœ¨πŸŽ€

πŸ“¦ where this page comes from