/home/abui...extended.f(3)

πŸ“¦ version 3.12.0, in opensuse-leap 16.0

πŸŽ€ /home/abuild/rpmbuild/BUILD/lapack-static-3.12.0-build/lapack-3.12.0/SRC/zla_gbrfsx_extended.f πŸŽ€

okay so this page is from the Library Functions Manual, and it’s literally the (3) page for that whole LAPACK source path up there. It’s giving extra-precise iterative refinement, general banded matrices, and a truly iconic amount of arguments. Let’s get into it bestie πŸ’…


✨ NAME ✨

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

yep, that whole path is the name. very specific, very LAPACK, no cap 🫢


🌸 SYNOPSIS 🌸

✨ Functions/Subroutines ✨

subroutine ZLA_GBRFSX_EXTENDED (prec_type, trans_type, n, kl, ku, nrhs,
    ab, ldab, afb, ldafb, ipiv, colequ, c, b, ldb, y, ldy, berr_out,
    n_norms, err_bnds_norm, err_bnds_comp, res, ayb, dy, y_tail, rcond,
    ithresh, rthresh, dz_ub, ignore_cwise, info)

ZLA_GBRFSX_EXTENDED improves the computed solution to a system of linear equations for general banded matrices by performing extra-precise iterative refinement and provides error bounds and backward error estimates for the solution. periodt ✨


πŸ’… Function/Subroutine Documentation πŸ’…

here’s the full typed signature, same args, same order, character-for-character energy:

subroutine ZLA_GBRFSX_EXTENDED (integer prec_type, integer trans_type,
    integer n, integer kl, integer ku, integer nrhs, complex*16, dimension(
    ldab, * ) ab, integer ldab, complex*16, dimension( ldafb, * ) afb,
    integer ldafb, integer, dimension( * ) ipiv, logical colequ, double
    precision, dimension( * ) c, complex*16, dimension( ldb, * ) b, integer
    ldb, complex*16, dimension( ldy, * ) y, integer ldy, double precision,
    dimension( * ) berr_out, integer n_norms, double precision, dimension(
    nrhs, * ) err_bnds_norm, double precision, dimension( nrhs, * )
    err_bnds_comp, complex*16, dimension( * ) res, double precision,
    dimension(*) ayb, complex*16, dimension( * ) dy, complex*16, dimension(
    * ) y_tail, double precision rcond, integer ithresh, double precision
    rthresh, double precision dz_ub, logical ignore_cwise, integer info)

ZLA_GBRFSX_EXTENDED improves the computed solution to a system of linear equations for general banded matrices by performing extra-precise iterative refinement and provides error bounds and backward error estimates for the solution. πŸ¦‹

✨ Purpose: ✨

okay so ZLA_GBRFSX_EXTENDED improves the computed solution to a system of linear equations by performing extra-precise iterative refinement and provides error bounds and backward error estimates for the solution. This subroutine is called by ZGBRFSX to perform iterative refinement. πŸ”₯

In addition to the normwise error bound, the code provides the maximum componentwise error bound if possible. Peep the comments for ERR_BNDS_NORM and ERR_BNDS_COMP for details of the error bounds. Note that this subroutine is only responsible for setting the second fields of ERR_BNDS_NORM and ERR_BNDS_COMP. πŸ‘‘

πŸ’– Parameters πŸ’–

πŸ“ PREC_TYPE πŸ“

PREC_TYPE is INTEGER. Specifies the intermediate precision to be used in refinement. The value is defined by ILAPREC(P) where P is a CHARACTER and P

  • = 'S': Single
  • = 'D': Double
  • = 'I': Indigenous
  • = 'X' or 'E': Extra

πŸ“ TRANS_TYPE πŸ“

TRANS_TYPE is INTEGER. Specifies the transposition operation on A. The value is defined by ILATRANS(T) where T is a CHARACTER and T

  • = 'N': No transpose
  • = 'T': Transpose
  • = 'C': Conjugate transpose

πŸ“ N πŸ“

N is INTEGER. The number of linear equations, i.e., the order of the matrix A. N >= 0. ✨


πŸ“ KL πŸ“

KL is INTEGER. The number of subdiagonals within the band of A. KL >= 0.


πŸ“ KU πŸ“

KU is INTEGER. The number of superdiagonals within the band of A. KU >= 0


πŸ“ NRHS πŸ“

NRHS is INTEGER. The number of right-hand-sides, i.e., the number of columns of the matrix B. πŸ’–


πŸ“ AB πŸ“

AB is COMPLEX*16 array, dimension (LDAB,N). On entry, the N-by-N matrix A.


πŸ“ LDAB πŸ“

LDAB is INTEGER. The leading dimension of the array A. LDAB >= max(1,N).


πŸ“ AFB πŸ“

AFB is COMPLEX*16 array, dimension (LDAF,N). The factors L and U from the factorization A = P*L*U as computed by ZGBTRF.


πŸ“ LDAFB πŸ“

LDAFB is INTEGER. The leading dimension of the array AF. LDAF >= max(1,N).

yes bestie, the original text literally says LDAF right there for LDAFB, and I am not here to edit the source’s whole vibe πŸ™ˆ

πŸ“ IPIV πŸ“

IPIV is INTEGER array, dimension (N). The pivot indices from the factorization A = P*L*U as computed by ZGBTRF; row i of the matrix was interchanged with row IPIV(i).


πŸ“ COLEQU πŸ“

COLEQU is LOGICAL. If .TRUE. then column equilibration was done to A before calling this routine. This is needed to compute the solution and error bounds correctly.


πŸ“ C πŸ“

C is DOUBLE PRECISION array, dimension (N). The column scale factors for A. If COLEQU = .FALSE., C is not accessed. If C is input, each element of C should 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. 😭


πŸ“ B πŸ“

B is COMPLEX*16 array, dimension (LDB,NRHS). The right-hand-side matrix B.


πŸ“ LDB πŸ“

LDB is INTEGER. The leading dimension of the array B. LDB >= max(1,N).


πŸ“ Y πŸ“

Y is COMPLEX*16 array, dimension (LDY,NRHS). On entry, the solution matrix X, as computed by ZGBTRS. On exit, the improved solution matrix Y. πŸ’…


πŸ“ LDY πŸ“

LDY is INTEGER. The leading dimension of the array Y. LDY >= max(1,N).


πŸ“ BERR_OUT πŸ“

BERR_OUT is DOUBLE PRECISION array, dimension (NRHS). On exit, BERR_OUT(j) contains the componentwise relative backward error for right-hand-side j from the formula

max(i) ( abs(RES(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) )

where abs(Z) is the componentwise absolute value of the matrix or vector Z. This is computed by ZLA_LIN_BERR. πŸ”₯


πŸ“ N_NORMS πŸ“

N_NORMS is INTEGER. Determines which error bounds to return (see ERR_BNDS_NORM and ERR_BNDS_COMP).

  • If N_NORMS >= 1 return normwise error bounds.
  • If N_NORMS >= 2 return componentwise error bounds.

πŸ“ ERR_BNDS_NORM πŸ“

ERR_BNDS_NORM is DOUBLE 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:

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 = 1 boolean. Trust the answer if the reciprocal condition number is less than the threshold sqrt(n) * slamch('Epsilon').
  • err = 2 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 threshold sqrt(n) * slamch('Epsilon'). This error bound should only be trusted if the previous boolean is true.
  • err = 3 Reciprocal condition number: Estimated normwise reciprocal condition number. Compared with the threshold sqrt(n) * slamch('Epsilon') to determine if the error estimate is . These reciprocal condition numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some appropriately scaled matrix Z. Let Z = S*A, where S scales each row by a power of the radix so all absolute row sums of Z are approximately 1.

This subroutine is only responsible for setting the second field above.

See Lapack Working Note 165 for further details and extra cautions. 🧚


🫢 ERR_BNDS_COMP 🫢

Okay, back to the argument tea β˜• β€” we were literally mid-glow-up, so let’s keep going:

  • ERR_BNDS_COMP β€” DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS).

For each right-hand side, this array is holding info about various error bounds and condition numbers that correspond to the componentwise relative error. And that is defined as:

                   abs(XTRUE(j,i) - X(j,i))
            max_j ----------------------
                        abs(X(j,i))

The array is indexed by the right-hand side i (because that’s what the componentwise relative error depends on), and by the type of error information described below. There are currently up to three pieces of info 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 these three fields:

  • err = 1 β€” boolean. Trust the answer if the reciprocal condition number is less than the threshold sqrt(n) * slamch('Epsilon').
  • err = 2 β€” 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 threshold sqrt(n) * slamch('Epsilon'). This error bound should only be trusted if the previous boolean is true.
  • err = 3 β€” Reciprocal condition number: estimated componentwise reciprocal condition number. Compared with the threshold sqrt(n) * slamch('Epsilon') to determine if the error estimate is . These reciprocal condition numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some appropriately scaled matrix Z. Let Z = S*(A*diag(x)), where x is the solution for the current right-hand side and S scales each row of A*diag(x) by a power of the radix so all absolute row sums of Z are approximately 1.

This subroutine is only responsible for setting the second field above. See Lapack Working Note 165 for further details and extra cautions.

  • RES β€” COMPLEX*16 array, dimension (N). Workspace to hold the intermediate residual, bestie.
  • AYB β€” DOUBLE PRECISION array, dimension (N). Workspace. That’s it, that’s the whole vibe.
  • DY β€” COMPLEX*16 array, dimension (N). Workspace to hold the intermediate solution.
  • Y_TAIL β€” COMPLEX*16 array, dimension (N). Workspace to hold the trailing bits of the intermediate solution. Love that for them.
  • RCOND β€” DOUBLE PRECISION. 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 like… don’t panic automatically, okay?
  • ITHRESH β€” INTEGER. The maximum number of residual computations allowed for refinement. The default is 10. For 'aggressive' set to 100 to permit convergence using approximate factorizations or factorizations other than LU. If the factorization uses a technique other than Gaussian elimination, the guarantees in ERR_BNDS_NORM and ERR_BNDS_COMP may no longer be trustworthy. ⚠️
  • RTHRESH β€” DOUBLE PRECISION. Determines when to stop refinement if the error estimate stops decreasing. Refinement will stop when the next solution no longer satisfies norm(dx_{i+1}) < RTHRESH * norm(dx_i) where norm(Z) is the infinity norm of Z. RTHRESH satisfies 0 < RTHRESH <= 1. The default value is 0.5. For 'aggressive' set to 0.9 to permit convergence on extremely ill-conditioned matrices. See LAWN 165 for more details.
  • DZ_UB β€” DOUBLE PRECISION. Determines when to start considering componentwise convergence. Componentwise convergence is only considered after each component of the solution Y is stable, which we define as the relative change in each component being less than DZ_UB. The default value is 0.25, requiring the first bit to be stable. See LAWN 165 for more details.
  • IGNORE_CWISE β€” LOGICAL. If .TRUE. then ignore componentwise convergence. Default value is .FALSE..
  • INFO β€” INTEGER.
    • = 0: Successful exit. Slay.
    • < 0: if INFO = -i, the ith argument to ZGBTRS had an illegal value.

Author πŸ’–

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

Definition at line 403 of file zla_gbrfsx_extended.f.

Author πŸ€– (the generated-one encore)

Generated automatically by Doxygen for LAPACK from the source code.


That’s the whole page, bestie β€” footer says LAPACK Version 3.12.0 and the date stamp, from /home/abui...extended.f(3). Stay glittery and numerically stable πŸ’…βœ¨

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