SRC/cherfsx.f(3)
π SRC/cherfsx.f π
Okay bestie, we're in the Library Functions Manual and the page is SRC/cherfsx.f(3) β yes, it's giving Fortran file energy, and we're gonna read it together. π«Ά
π NAME π
SRC/cherfsx.f β that's the whole name, and honestly? Iconic minimalism. π
β¨ SYNOPSIS β¨
π Functions/Subroutines π
subroutine cherfsx (uplo, equed, n, nrhs, a, lda, af, ldaf, ipiv, s, b,
ldb, x, ldx, rcond, berr, n_err_bnds, err_bnds_norm, err_bnds_comp,
nparams, params, work, rwork, info)
CHERFSX
πΈ Function/Subroutine Documentation πΈ
subroutine cherfsx (character uplo, character equed, integer n, integer
nrhs, complex, dimension( lda, * ) a, integer lda, complex, dimension(
ldaf, * ) af, integer ldaf, integer, dimension( * ) ipiv, real,
dimension( * ) s, complex, dimension( ldb, * ) b, integer ldb, complex,
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, complex, dimension( * ) work, real, dimension( *
) rwork, integer info)
CHERFSX
π§ Purpose π§
Okay so CHERFSX is the glow-up routine for a computed solution to a system of linear equations when the coefficient matrix is Hermitian indefinite. It improves that computed solution, and it also hands you error bounds and backward error estimates for the solution. Slay.
On top of 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
The original system of linear equations may have been equilibrated before calling this routine β that's what arguments EQUED and S below are describing. In that case, the solution and error bounds returned are for the original unequilibrated system. Bestie, don't forget that part. π«Ά
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. No cap, that's the whole vibe. β¨
π Parameters π
π¦ UPLO π¦
UPLO is CHARACTER*1
= 'U': Upper triangle ofAis stored;= 'L': Lower triangle ofAis stored.
π¦ EQUED π¦
EQUED is CHARACTER*1
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. Important lil detail, bestie.
= 'N': No equilibration= 'Y': Both row and column equilibration, i.e.,Ahas been replaced bydiag(S) * A * diag(S). The right hand sideBhas been changed accordingly.
π¦ N π¦
N is INTEGER
The order of the matrix A. N >= 0.
π¦ NRHS π¦
NRHS is INTEGER
The number of right hand sides, i.e., the number of columns of the matrices B and X. NRHS >= 0.
π¦ A π¦
A is COMPLEX array, dimension (LDA,N)
The Hermitian matrix A. If UPLO = 'U', the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A, and the strictly lower triangular part of A is not referenced. If UPLO = 'L', the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A, and the strictly upper triangular part of A is not referenced. Triangle rules, periodt.
π¦ LDA π¦
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
π¦ AF π¦
AF is COMPLEX array, dimension (LDAF,N)
The factored form of the matrix A. AF contains the block diagonal matrix D and the multipliers used to obtain the factor U or L from the factorization A = U*D*U**H or A = L*D*L**H as computed by CHETRF. Math but make it fashion. β¨
π¦ LDAF π¦
LDAF is INTEGER
The leading dimension of the array AF. LDAF >= max(1,N).
π¦ IPIV π¦
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D as determined by CHETRF.
π S π
S is REAL array, dimension (N)
The scale factors for A. If EQUED = 'Y', A is multiplied on the left and right by diag(S). S is an input argument if FACT = 'F'; otherwise, S is an output argument. If FACT = 'F' and EQUED = 'Y', each element of S must be positive. If S is output, each element of S is a power of the radix. If S is input, each element of S 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. Read that twice, bestie β reliability is the whole point. π
π¦ B π¦
B is COMPLEX 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¦ X π¦
X is COMPLEX array, dimension (LDX,NRHS)
On entry, the solution matrix X, as computed by CHETRS. On exit, the improved solution matrix X. Glow-up complete. π
π¦ LDX π¦
LDX is INTEGER
The leading dimension of the array X. LDX >= max(1,N).
π¦ RCOND π¦
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. Not me warning you nicely, but yes β tiny RCOND needs a vibe check. π«Ά
π¦ BERR π¦
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).
π¦ N_ERR_BNDS π¦
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 π
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 = 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 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 = 3Reciprocal condition number: Estimated normwise reciprocal condition number. Compared with the thresholdsqrt(n) * slamch('Epsilon')to determine if the error estimate is [the source has a blank here β no cap, bestie π]. 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. LW Note 165 said read the fine print, and honestly same. β¨
π¦ ERR_BNDS_COMP π¦
Okay so picking up right where we left off, no heading reset, just vibes: next up is ERR_BNDS_COMP π
ERR_BNDS_COMPis aREALarray, 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:
abs(XTRUE(j,i) - X(j,i))
max_j ----------------------
abs(X(j,i))
Componentwise relative error in the ith solution vector is that little formula right there, bestie. 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) * 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 . 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.
The source literally says βto determine if the error estimate is .β and yes, that sentence is serving unfinished-thought energy π I am not adding words that arenβt there, no cap.
See Lapack Working Note 165 for further details and extra cautions.
NPARAMSisINTEGER. Specifies the number of parameters set inPARAMS. If<= 0, thePARAMSarray is never referenced and default values are used.PARAMSis aREALarray, dimensionNPARAMS. Specifies algorithm parameters. If an entry is< 0.0, then that entry will be filled with default value used for that parameter. Only positions up toNPARAMSare 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:
WORKis aCOMPLEXarray, dimension(2*N).RWORKis aREALarray, dimension(2*N).INFOisINTEGER.= 0: Successful exit. The solution to every right-hand side is guaranteed.< 0: IfINFO = -i, the i-th argument had an illegal value.> 0 and <= 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 sides K with K > J may 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 π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
Definition at line 397 of file cherfsx.f.
π Author π
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