/home/abui.../zgerfsx.f(3)
π NAME
okay so this page is /home/abui.../zgerfsx.f(3), from the Library Functions Manual, and it's giving full main-character energy for one routine: ZGERFSX. That's the whole name section, bestie.
π¦ SYNOPSIS
Functions/Subroutines
subroutine ZGERFSX (...)βZGERFSX
subroutine ZGERFSX (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, rwork, info)
π Function/Subroutine Documentation
π subroutine ZGERFSX
subroutine ZGERFSX (character trans, character equed, integer n, integer
nrhs, complex*16, dimension( lda, * ) a, integer lda, complex*16,
dimension( ldaf, * ) af, integer ldaf, integer, dimension( * ) ipiv,
double precision, dimension( * ) r, double precision, dimension( * ) c,
complex*16, dimension( ldb, * ) b, integer ldb, complex*16, dimension(
ldx , * ) x, integer ldx, double precision rcond, double precision,
dimension( * ) berr, integer n_err_bnds, double precision, dimension(
nrhs, * ) err_bnds_norm, double precision, dimension( nrhs, * )
err_bnds_comp, integer nparams, double precision, dimension( * ) params,
complex*16, dimension( * ) work, double precision, dimension( * ) rwork,
integer info)
ZGERFSX
β¨ Purpose
okay so ZGERFSX literally improves the computed solution to a system of linear equations, and it also provides error bounds and backward error estimates for the solution. Not just the normwise error bound β this code gives you the maximum componentwise error bound too, if possible. The comments for ERR_BNDS_NORM and ERR_BNDS_COMP have the deets on those error bounds.
The original system of linear equations may have been equilibrated before calling this routine, as described by the arguments EQUED, R, and C below. In that case, the solution and error bounds returned are for the original unequilibrated system. slay.
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. iconic.
π Parameters
TRANSβCHARACTER*1. 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)
EQUEDβCHARACTER*1. Specifies the form of equilibration that was done toAbefore calling this routine. This is needed to compute the solution and error bounds correctly.= 'N':No equilibration= 'R':Row equilibration, i.e.,Ahas been premultiplied bydiag(R).= 'C':Column equilibration, i.e.,Ahas been postmultiplied bydiag(C).= 'B':Both row and column equilibration, i.e.,Ahas been replaced bydiag(R) * A * diag(C). The right hand sideBhas been changed accordingly.
NβINTEGER. The order of the matrixA.N >= 0.NRHSβINTEGER. The number of right hand sides, i.e., the number of columns of the matricesBandX.NRHS >= 0.AβCOMPLEX*16 array, dimension (LDA,N). The originalN-by-NmatrixA.LDAβINTEGER. The leading dimension of the arrayA.LDA >= max(1,N).AFβCOMPLEX*16 array, dimension (LDAF,N). The factorsLandUfrom the factorizationA = P*L*Uas computed byZGETRF.LDAFβINTEGER. The leading dimension of the arrayAF.LDAF >= max(1,N).IPIVβINTEGER array, dimension (N). The pivot indices fromZGETRF; for1<=i<=N, rowiof the matrix was interchanged with rowIPIV(i).RβDOUBLE PRECISION array, dimension (N). The row scale factors forA. IfEQUED = 'R'or'B',Ais multiplied on the left bydiag(R); ifEQUED = 'N'or'C',Ris not accessed. 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.CβDOUBLE PRECISION array, dimension (N). The column scale factors forA. IfEQUED = 'C'or'B',Ais multiplied on the right bydiag(C); ifEQUED = 'N'or'R',Cis not accessed. 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.BβCOMPLEX*16 array, dimension (LDB,NRHS). The right hand side matrixB.LDBβINTEGER. The leading dimension of the arrayB.LDB >= max(1,N).XβCOMPLEX*16 array, dimension (LDX,NRHS). On entry, the solution matrixX, as computed byZGETRS. On exit, the improved solution matrixX.LDXβINTEGER. The leading dimension of the arrayX.LDX >= max(1,N).RCONDβDOUBLE PRECISION. Reciprocal scaled condition number. This is an estimate of the reciprocal Skeel condition number of the matrixAafter 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.BERRβDOUBLE PRECISION array, dimension (NRHS). Componentwise relative backward error. This is the componentwise relative backward error of each solution vectorX(j)(i.e., the smallest relative change in any element ofAorBthat makesX(j)an exact solution).N_ERR_BNDSβINTEGER. Number of error bounds to return for each right hand side and each type (normwise or componentwise). SeeERR_BNDS_NORMandERR_BNDS_COMPbelow.ERR_BNDS_NORMβDOUBLE PRECISION 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:
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) * dlamch('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) * dlamch('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) * dlamch('Epsilon')to determine if the error estimate is β¦ (the source text has a blank right there, bestie). 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.
ERR_BNDS_COMP
ERR_BNDS_COMP π
ERR_BNDS_COMP is a DOUBLE PRECISION array with dimension (NRHS, N_ERR_BNDS). For each right-hand side, this array contains information about various error bounds and condition numbers corresponding to the componentwise relative error, which is defined as follows:
Componentwise relative error in the ith solution vector:
abs(XTRUE(j,i) - X(j,i))
max_j ----------------------
abs(X(j,i))
The array is indexed by the right-hand side i (on which the componentwise relative error depends), and the type of error information as 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) * dlamch('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) * dlamch('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) * dlamch('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*diag(x)), wherexis the solution for the current right-hand side andSscales each row ofA*diag(x)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.
NPARAMS π§
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.
PARAMS π
PARAMS is a DOUBLE PRECISION array with 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:
1.0D+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:
WORK π
WORK is a COMPLEX*16 array with dimension (2*N).
RWORK πΈ
RWORK is a DOUBLE PRECISION array with dimension (2*N).
INFO π
INFO is INTEGER. Here's the tea:
= 0: Successful exit. The solution to every right-hand side is guaranteed.< 0: IfINFO = -i, the i-th argument had an illegal value.> 0and<= N:U(INFO,INFO)is exactly zero. The factorization has been completed, but the factorUis exactly singular, so the solution and error bounds could not be computed.RCOND = 0is returned.= N+J: The solution corresponding to the Jth right-hand side is not guaranteed. The solutions corresponding to other right-hand sidesKwithK > 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 smallestJsuch 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 smallestJsuch 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.
Author π«Ά
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
Definition at line 410 of file zgerfsx.f.
Author π¦
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That's the whole page, bestie! This is from LAPACK Version 3.12.0, and the source file is /home/abui.../zgerfsx.f(3). Stay slay! π
β¨
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