/home/abui.../sgerfsx.f(3)
π /home/abui.../sgerfsx.f(3) β Library Functions Manual π
okay bestie, this is the Library Functions Manual page for /home/abui.../sgerfsx.f(3), and it is so much LAPACK lore. buckle up π
β¨ NAME β¨
/home/abuild/rpmbuild/BUILD/lapack-static-3.12.0-build/lapack-3.12.0/SRC/sgerfsx.f
that's the file, no cap π«Ά
π¦ SYNOPSIS π¦
Functions/Subroutines
subroutine SGERFSX (trans, equed, n, nrhs, a, lda, af, ldaf, ipiv, r, c,
b, ldb, x, ldx, rcond, berr, n_err_bnds, err_bnds_norm,
err_bnds_comp, nparams, params, work, iwork, info)
SGERFSX
π Function/Subroutine Documentation π
here's the full signature in all its typed-out glory:
subroutine SGERFSX (character trans, character equed, integer n, integer
nrhs, real, dimension( lda, * ) a, integer lda, real, dimension( ldaf, *
) af, integer ldaf, integer, dimension( * ) ipiv, real, dimension( * )
r, real, dimension( * ) c, real, dimension( ldb, * ) b, integer ldb,
real, dimension( ldx , * ) x, integer ldx, real rcond, real, dimension(
* ) berr, integer n_err_bnds, real, dimension( nrhs, * ) err_bnds_norm,
real, dimension( nrhs, * ) err_bnds_comp, integer nparams, real,
dimension( * ) params, real, dimension( * ) work, integer, dimension( *
) iwork, integer info)
SGERFSX
πΈ Purpose πΈ
okay so SGERFSX is here to improve the computed solution to a system of linear equations, and it also gives you error bounds and backward error estimates for that solution. it's giving "glow-up for your answer vector" β¨
in addition to the normwise error bound, the code provides the maximum componentwise error bound if possible. see the comments for ERR_BNDS_NORM and ERR_BNDS_COMP for the deets on those error bounds π
your original system of linear equations may have been equilibrated before calling this routine, and EQUED, R, and C below describe that. in that case, the solution and error bounds returned are for the original unequilibrated system, periodt.
some optional parameters are bundled in the PARAMS array. these settings determine how refinement is performed, but often the defaults are acceptable. if the defaults are acceptable, users can pass NPARAMS = 0, which prevents the source code from accessing the PARAMS argument. slay, no unnecessary poking around π«Ά
π Parameters π
TRANS
TRANS is CHARACTER*1. it specifies the form of the system of equations:
= 'N'βA * X = B(No transpose)= 'T'βA**T * X = B(Transpose)= 'C'βA**H * X = B(Conjugate transpose = Transpose)
EQUED
EQUED is CHARACTER*1. it specifies the form of equilibration that was done to A before calling this routine. this is needed to compute the solution and error bounds correctly, bestie β don't skip the context π
= 'N'β No equilibration= 'R'β Row equilibration, i.e.,Ahas been premultiplied bydiag(R).= 'C'β Column equilibration, i.e.,Ahas been postmultiplied bydiag(C).= 'B'β Both row and column equilibration, i.e.,Ahas been replaced bydiag(R) * A * diag(C). The right hand sideBhas been changed accordingly.
N
N is INTEGER. 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 matrices B and X. NRHS >= 0.
A
A is REAL array, dimension (LDA,N). the original 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 factors L and U from the factorization A = P*L*U as computed by SGETRF.
LDAF
LDAF is INTEGER. the leading dimension of the array AF. LDAF >= max(1,N).
IPIV
IPIV is INTEGER array, dimension (N). the pivot indices from SGETRF; for 1<=i<=N, row i of the matrix was interchanged with row IPIV(i).
R
R is REAL array, dimension (N). the row scale factors for A. if EQUED = 'R' or 'B', A is multiplied on the left by diag(R); if EQUED = 'N' or 'C', R is not accessed.
important, bestie: ifRis accessed, each element ofRshould 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. so likeβ¦ don't be messy with your scaling π
C
C is REAL array, dimension (N). the column scale factors for A. if EQUED = 'C' or 'B', A is multiplied on the right by diag(C); if EQUED = 'N' or 'R', C is not accessed.
same energy asR, no cap: ifCis accessed, each element ofCshould 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. π«Ά
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).
X
X is REAL array, dimension (LDX,NRHS). on entry, the solution matrix X, as computed by SGETRS. on exit, the improved solution matrix X. it's giving before-and-after makeover π
β¨
LDX
LDX is INTEGER. the leading dimension of the array X. LDX >= max(1,N).
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. so yeah, tiny RCOND is a vibe check, not always a full cancellation π
BERR
BERR is REAL array, dimension (NRHS). componentwise relative backward error. this is 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).
N_ERR_BNDS
N_ERR_BNDS is INTEGER. number of error bounds to return for each right hand side and each type (normwise or componentwise). see ERR_BNDS_NORM and ERR_BNDS_COMP below. π
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 = 1β boolean. trust the answer if the reciprocal condition number is less than the thresholdsqrt(n) * slamch('Epsilon').err = 2β 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 thresholdsqrt(n) * slamch('Epsilon'). this error bound should only be trusted if the previous boolean is true.err = 3β Reciprocal condition number: estimated normwise reciprocal condition number. compared with the thresholdsqrt(n) * slamch('Epsilon')to determine if the error estimate is . these reciprocal condition numbers are1 / (norm(Z^{-1},inf) * norm(Z,inf))for some appropriately scaled matrixZ. letZ = S*A, whereSscales each row by a power of the radix so all absolute row sums ofZare approximately 1.
see Lapack Working Note 165 for further details and extra cautions. π
ERR_BNDS_COMP
Still on ERR_BNDS_COMP, bestie β itβs a REAL array, dimension (NRHS, N_ERR_BNDS), and for each right-hand side itβs carrying all the info about various error bounds and condition numbers for the componentwise relative error. The definition is literally:
abs(XTRUE(j,i) - X(j,i))
max_j ----------------------
abs(X(j,i))
The array is indexed by the right-hand side i (the componentwise relative error depends on it) and by the type of error information 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 = 1β boolean. Trust the answer if the reciprocal condition number is less than the thresholdsqrt(n) * slamch('Epsilon').err = 2β 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 thresholdsqrt(n) * slamch('Epsilon'). This error bound should only be trusted if the previous boolean is true.err = 3β Reciprocal condition number: estimated componentwise reciprocal condition number. Compared with the thresholdsqrt(n) * slamch('Epsilon')to determine if the error estimate is . (thatβs literally how itβs written in the source β the missing word is giving mystery π) These reciprocal condition numbers are1 / (norm(Z^{-1},inf) * norm(Z,inf))for some appropriately scaled matrix Z. LetZ = S*(A*diag(x)), where x is the solution for the current right-hand side and S scales each row ofA*diag(x)by a power of the radix so all absolute row sums of Z are approximately 1.
See Lapack Working Note 165 for further details and extra cautions.
πΈ NPARAMS
NPARAMS is INTEGER. It specifies the number of parameters set in PARAMS. If <= 0, the PARAMS array is never referenced and default values are used.
ποΈ PARAMS
PARAMS is a REAL array, dimension NPARAMS. It specifies algorithm parameters. If an entry is < 0.0, then that entry will be filled with the default value used for that parameter. Only positions up to NPARAMS are accessed; defaults are used for higher-numbered parameters.
PARAMS(LA_LINRX_ITREF_I = 1)β whether to perform iterative refinement or not.- Default:
1.0 = 0.0: no refinement is performed, and no error bounds are computed.= 1.0: use the double-precision refinement algorithm, possibly with doubled-single computations if the compilation environment does not supportDOUBLE PRECISION.- (other values are reserved for future use)
- Default:
PARAMS(LA_LINRX_ITHRESH_I = 2)β maximum number of residual computations allowed for refinement.- Default:
10 - Aggressive: set to
100to permit convergence using approximate factorizations or factorizations other than LU. If the factorization uses a technique other than Gaussian elimination, the guarantees inerr_bnds_normanderr_bnds_compmay no longer be trustworthy.
- Default:
PARAMS(LA_LINRX_CWISE_I = 3)β flag determining if the code will attempt to find a solution with small componentwise relative error in the double-precision algorithm. Positive is true,0.0is false.- Default:
1.0(attempt componentwise convergence)
- Default:
π§° WORK
WORK is a REAL array, dimension (4*N).
ποΈ IWORK
IWORK is an INTEGER array, dimension (N).
π¦ INFO
INFO is INTEGER.
= 0β successful exit. The solution to every right-hand side is guaranteed.< 0β ifINFO = -i, the i-th argument had an illegal value.> 0 and <= NβU(INFO,INFO)is exactly zero. The factorization has been completed, but the factor U is exactly singular, so the solution and error bounds could not be computed.RCOND = 0is returned.= N+Jβ the solution corresponding to the Jth right-hand side is not guaranteed. The solutions corresponding to other right-hand sides K withK > Jmay not be guaranteed as well, but only the first such right-hand side is reported. If a small componentwise error is not requested (PARAMS(3) = 0.0) then the Jth right-hand side is the first with a normwise error bound that is not guaranteed (the smallest J such thatERR_BNDS_NORM(J,1) = 0.0). By default (PARAMS(3) = 1.0) the Jth right-hand side is the first with either a normwise or componentwise error bound that is not guaranteed (the smallest J such that eitherERR_BNDS_NORM(J,1) = 0.0orERR_BNDS_COMP(J,1) = 0.0). See the definition ofERR_BNDS_NORM(:,1)andERR_BNDS_COMP(:,1). To get information about all of the right-hand sides checkERR_BNDS_NORMorERR_BNDS_COMP.
π Author
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
Definition at line 410 of file sgerfsx.f.
π€ Author
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