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π /home/abuild/rpmbuild/BUILD/lapack-static-3.12.0-build/lapack-3.12.0/SRC/zla_gbrfsx_extended.f π
okay so this page is from the Library Functions Manual, and itβs literally the (3) page for that whole LAPACK source path up there. Itβs giving extra-precise iterative refinement, general banded matrices, and a truly iconic amount of arguments. Letβs get into it bestie π
β¨ NAME β¨
/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 π«Ά
πΈ SYNOPSIS πΈ
β¨ Functions/Subroutines β¨
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 β¨
π Function/Subroutine Documentation π
hereβs 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. π¦
β¨ Purpose: β¨
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. π₯
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. π
π Parameters π
π PREC_TYPE π
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
π TRANS_TYPE π
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
π N π
N is INTEGER. The number of linear equations, i.e., the order of the matrix A. N >= 0. β¨
π KL π
KL is INTEGER. The number of subdiagonals within the band of A. KL >= 0.
π KU π
KU is INTEGER. The number of superdiagonals within the band of A. KU >= 0
π NRHS π
NRHS is INTEGER. The number of right-hand-sides, i.e., the number of columns of the matrix B. π
π AB π
AB is COMPLEX*16 array, dimension (LDAB,N). On entry, the N-by-N matrix A.
π LDAB π
LDAB is INTEGER. The leading dimension of the array A. LDAB >= max(1,N).
π AFB π
AFB is COMPLEX*16 array, dimension (LDAF,N). The factors L and U from the factorization A = P*L*U as computed by ZGBTRF.
π LDAFB π
LDAFB is INTEGER. The leading dimension of the array AF. LDAF >= max(1,N).
yes bestie, the original text literally saysLDAFright there forLDAFB, and I am not here to edit the sourceβs whole vibe π
π IPIV π
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).
π COLEQU π
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.
π C π
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. π
π B π
B is COMPLEX*16 array, dimension (LDB,NRHS). The right-hand-side matrix B.
π LDB π
LDB is INTEGER. The leading dimension of the array B. LDB >= max(1,N).
π Y π
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. π
π LDY π
LDY is INTEGER. The leading dimension of the array Y. LDY >= max(1,N).
π BERR_OUT π
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. π₯
π N_NORMS π
N_NORMS is INTEGER. Determines which error bounds to return (see ERR_BNDS_NORM and ERR_BNDS_COMP).
- If
N_NORMS >= 1return normwise error bounds. - If
N_NORMS >= 2return componentwise error bounds.
π ERR_BNDS_NORM π
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 = 1boolean. Trust the answer if the reciprocal condition number is less than the thresholdsqrt(n) * slamch('Epsilon').err = 2error bound: The estimated forward error, almost certainly within a factor of10of 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 = 3Reciprocal 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 approximately1.
This subroutine is only responsible for setting the second field above.
See Lapack Working Note 165 for further details and extra cautions. π§
π«Ά ERR_BNDS_COMP π«Ά
Okay, back to the argument tea β β we were literally mid-glow-up, so letβs keep going:
ERR_BNDS_COMPβDOUBLE 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 thatβs 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 = 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 of10of 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 . 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 approximately1.
This subroutine is only responsible for setting the second field above. See Lapack Working Note 165 for further details and extra cautions.
RESβCOMPLEX*16 array, dimension (N). Workspace to hold the intermediate residual, bestie.AYBβDOUBLE PRECISION array, dimension (N). Workspace. Thatβs it, thatβs the whole vibe.DYβCOMPLEX*16 array, dimension (N). Workspace to hold the intermediate solution.Y_TAILβCOMPLEX*16 array, dimension (N). Workspace to hold the trailing bits of the intermediate solution. Love that for them.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. So likeβ¦ donβt panic automatically, okay?ITHRESHβINTEGER. The maximum number of residual computations allowed for refinement. The default is10. For'aggressive'set to100to 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. β οΈRTHRESHβDOUBLE PRECISION. Determines when to stop refinement if the error estimate stops decreasing. Refinement will stop when the next solution no longer satisfiesnorm(dx_{i+1}) < RTHRESH * norm(dx_i)wherenorm(Z)is the infinity norm ofZ.RTHRESHsatisfies0 < RTHRESH <= 1. The default value is0.5. For'aggressive'set to0.9to permit convergence on extremely ill-conditioned matrices. See LAWN 165 for more details.DZ_UBβDOUBLE PRECISION. Determines when to start considering componentwise convergence. Componentwise convergence is only considered after each component of the solutionYis stable, which we define as the relative change in each component being less thanDZ_UB. The default value is0.25, requiring the first bit to be stable. See LAWN 165 for more details.IGNORE_CWISEβLOGICAL. If.TRUE.then ignore componentwise convergence. Default value is.FALSE..INFOβINTEGER.= 0: Successful exit. Slay.< 0: ifINFO = -i, theith argument toZGBTRShad an illegal value.
Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
Definition at line 403 of file zla_gbrfsx_extended.f.
Author π€ (the generated-one encore)
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