complex16GBsolve(3)
π complex16GBsolve(3) π the LAPACK band-solve girlies
okay so. this is a page from the LAPACK manual, and it's about the complex16 group of solve driver functions for GB matrices. bestie, if your matrix is banded and complex, this is your era. π¦
β¨ NAME β¨
complex16GBsolve β complex16
π SYNOPSIS π
Functions
subroutine zgbsv (N, KL, KU, NRHS, AB, LDAB, IPIV, B, LDB, INFO)
ZGBSV computes the solution to system of linear equations A * X = B
for GB matrices (simple driver)
subroutine zgbsvx (FACT, TRANS, N, KL, KU, NRHS, AB, LDAB, AFB, LDAFB,
IPIV, EQUED, R, C, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, RWORK,
INFO)
ZGBSVX computes the solution to system of linear equations A * X =
B for GB matrices
subroutine zgbsvxx (FACT, TRANS, N, KL, KU, NRHS, AB, LDAB, AFB, LDAFB,
IPIV, EQUED, R, C, B, LDB, X, LDX, RCOND, RPVGRW, BERR, N_ERR_BNDS,
ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, RWORK, INFO)
ZGBSVXX computes the solution to system of linear equations A * X =
B for GB matrices
π Detailed Description π
This is the whole squad π β the group of complex16 solve driver functions for GB matrices. three functions, one mission: solve that banded system.
π Function Documentation π
πΈ subroutine zgbsv πΈ
subroutine zgbsv (integer N, integer KL, integer KU, integer NRHS,
complex*16, dimension( ldab, * ) AB, integer LDAB, integer, dimension( *
) IPIV, complex*16, dimension( ldb, * ) B, integer LDB, integer INFO)
ZGBSV computes the solution to system of linear equations A * X = B for GB matrices β and it's the simple driver, so it's the low-key, no-frills one. β¨
π Purpose
ZGBSV computes the solution to a complex system of linear equations
A * X = B
where A is a band matrix of order N with KL subdiagonals and KU superdiagonals, and X and B are N-by-NRHS matrices.
The LU decomposition with partial pivoting and row interchanges is used to factor A as
A = L * U
where L is a product of permutation and unit lower triangular matrices with KL subdiagonals, and U is upper triangular with KL+KU superdiagonals. That factored form of A then gets used to solve the system of equations A * X = B. periodt. π
π Parameters
- N β INTEGER. The number of linear equations, i.e., the order of the matrix A.
N >= 0. - KL β INTEGER. The number of subdiagonals within the band of A.
KL >= 0. - KU β INTEGER. The number of superdiagonals within the band of A.
KU >= 0. - NRHS β INTEGER. The number of right hand sides, i.e., the number of columns of the matrix B.
NRHS >= 0. - AB β
COMPLEX*16array, dimension(LDAB,N). On entry, the matrix A in band storage, in rowsKL+1to2*KL+KU+1; rows1toKLof the array need not be set. The j-th column of A is stored in the j-th column of the array AB as follows:AB(KL+KU+1+i-j,j) = A(i,j) for max(1,j-KU)<=i<=min(N,j+KL)On exit, details of the factorization: U is stored as an upper triangular band matrix withKL+KUsuperdiagonals in rows1toKL+KU+1, and the multipliers used during the factorization are stored in rowsKL+KU+2to2*KL+KU+1. See below for further details. π - LDAB β INTEGER. The leading dimension of the array AB.
LDAB >= 2*KL+KU+1. - IPIV β INTEGER array, dimension
(N). The pivot indices that define the permutation matrix P; row i of the matrix was interchanged with rowIPIV(i). - B β
COMPLEX*16array, dimension(LDB,NRHS). On entry, theN-by-NRHSright hand side matrix B. On exit, ifINFO = 0, theN-by-NRHSsolution matrix X. π«Ά - LDB β INTEGER. The leading dimension of the array B.
LDB >= max(1,N). - INFO β INTEGER.
= 0: successful exit< 0: ifINFO = -i, the i-th argument had an illegal value> 0: ifINFO = i,U(i,i)is exactly zero. The factorization has been completed, but the factor U is exactly singular, and the solution has not been computed. π
π§ Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
π Further Details:
The band storage scheme is illustrated by the following example, when M = N = 6, KL = 2, KU = 1:
On entry: On exit:
* * * + + + * * * u14 u25 u36
* * + + + + * * u13 u24 u35 u46
* a12 a23 a34 a45 a56 * u12 u23 u34 u45 u56
a11 a22 a33 a44 a55 a66 u11 u22 u33 u44 u55 u66
a21 a32 a43 a54 a65 * m21 m32 m43 m54 m65 *
a31 a42 a53 a64 * * m31 m42 m53 m64 * *
Array elements marked * are not used by the routine; elements marked + need not be set on entry, but are required by the routine to store elements of U because of fill-in resulting from the row interchanges. iconic behaviour tbh. π₯
π¦ subroutine zgbsvx π¦
subroutine zgbsvx (character FACT, character TRANS, 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, character EQUED, 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( * ) FERR, double
precision, dimension( * ) BERR, complex*16, dimension( * ) WORK, double
precision, dimension( * ) RWORK, integer INFO)
ZGBSVX computes the solution to system of linear equations A * X = B for GB matrices. this one's the extra one β it does error bounds and a condition estimate too. π
π Purpose
ZGBSVX uses the LU factorization to compute the solution to a complex system of linear equations
A * X = B, A**T * X = B, or A**H * X = B
where A is a band matrix of order N with KL subdiagonals and KU superdiagonals, and X and B are N-by-NRHS matrices.
Error bounds on the solution and a condition estimate are also provided. she's thorough. π
πΈ Description:
The following steps are performed by this subroutine:
- If
FACT = 'E', real scaling factors are computed to equilibrate the system:
TRANS = 'N': diag(R)*A*diag(C) *inv(diag(C))*X = diag(R)*B
TRANS = 'T': (diag(R)*A*diag(C))**T *inv(diag(R))*X = diag(C)*B
TRANS = 'C': (diag(R)*A*diag(C))**H *inv(diag(R))*X = diag(C)*B
Whether or not the system will be equilibrated depends on the scaling of the matrix A, but if equilibration is used, A is overwritten by diag(R)*A*diag(C) and B by diag(R)*B (if TRANS='N') or diag(C)*B (if TRANS = 'T' or 'C').
- If
FACT = 'N'or'E', the LU decomposition is used to factor the matrix A (after equilibration ifFACT = 'E') as
A = L * U,
where L is a product of permutation and unit lower triangular matrices with KL subdiagonals, and U is upper triangular with KL+KU superdiagonals.
- If some
U(i,i)=0, so that U is exactly singular, then the routine returns withINFO = i. Otherwise, the factored form of A is used to estimate the condition number of the matrix A. If the reciprocal of the condition number is less than machine precision,INFO = N+1is returned as a warning, but the routine still goes on to solve for X and compute error bounds as described below. - The system of equations is solved for X using the factored form of A.
- Iterative refinement is applied to improve the computed solution matrix and calculate error bounds and backward error estimates for it.
- If equilibration was used, the matrix X is premultiplied by
diag(C)(ifTRANS = 'N') ordiag(R)(ifTRANS = 'T'or'C') so that it solves the original system before equilibration.
π Parameters
- FACT β
CHARACTER*1. Specifies whether or not the factored form of the matrix A is supplied on entry, and if not, whether the matrix A should be equilibrated before it is factored.= 'F': On entry, AFB and IPIV contain the factored form of A. If EQUED is not'N', the matrix A has been equilibrated with scaling factors given by R and C. AB, AFB, and IPIV are not modified.= 'N': The matrix A will be copied to AFB and factored.= 'E': The matrix A will be equilibrated if necessary, then copied to AFB and factored.
- TRANS β
CHARACTER*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)
- N β INTEGER. The number of linear equations, i.e., the order of the matrix A.
N >= 0. - KL β INTEGER. The number of subdiagonals within the band of A.
KL >= 0. - KU β INTEGER. The number of superdiagonals within the band of A.
KU >= 0. - NRHS β INTEGER. The number of right hand sides, i.e., the number of columns of the matrices B and X.
NRHS >= 0. - AB β
COMPLEX*16array, dimension(LDAB,N). On entry, the matrix A in band storage, in rows1toKL+KU+1. The j-th column of A is stored in the j-th column of the array AB as follows:AB(KU+1+i-j,j) = A(i,j) for max(1,j-KU)<=i<=min(N,j+kl)
If FACT = 'F' and EQUED is not 'N', then A must have been equilibrated by the scaling factors in R and/or C. AB is not modified if FACT = 'F' or 'N', or if FACT = 'E' and EQUED = 'N' on exit.
On exit, if EQUED .ne. 'N', A is scaled as follows:
EQUED = 'R':A := diag(R) * AEQUED = 'C':A := A * diag(C)EQUED = 'B':A := diag(R) * A * diag(C).
- LDAB β INTEGER. The leading dimension of the array AB.
LDAB >= KL+KU+1. - AFB
AFB β okay bestie, this one is a COMPLEX*16 array, dimension (LDAFB,N). Here's the whole vibe:
- If
FACT = 'F', thenAFBis an input argument and on entry contains details of the LU factorization of the band matrixA, as computed byZGBTRF.Uis stored as an upper triangular band matrix withKL+KUsuperdiagonals in rows1toKL+KU+1, and the multipliers used during the factorization are stored in rowsKL+KU+2to2*KL+KU+1. IfEQUED .ne. 'N', thenAFBis the factored form of the equilibrated matrixA. - If
FACT = 'N', thenAFBis an output argument and on exit returns details of the LU factorization ofA. - If
FACT = 'E', thenAFBis an output argument and on exit returns details of the LU factorization of the equilibrated matrixA(see the description ofABfor the form of the equilibrated matrix).
LDAFB β is INTEGER. The leading dimension of the array AFB. LDAFB >= 2*KL+KU+1. Slay, keep that dimension in check. π
IPIV β is INTEGER array, dimension (N).
- If
FACT = 'F', thenIPIVis an input argument and on entry contains the pivot indices from the factorizationA = L*Uas computed byZGBTRF; rowiof the matrix was interchanged with rowIPIV(i). - If
FACT = 'N', thenIPIVis an output argument and on exit contains the pivot indices from the factorizationA = L*Uof the original matrixA. - If
FACT = 'E', thenIPIVis an output argument and on exit contains the pivot indices from the factorizationA = L*Uof the equilibrated matrixA.
EQUED β is CHARACTER*1. Specifies the form of equilibration that was done.
= 'N': No equilibration (always true ifFACT = 'N').= '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).
EQUED is an input argument if FACT = 'F'; otherwise, it is an output argument.
R β is DOUBLE PRECISION 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. R is an input argument if FACT = 'F'; otherwise, R is an output argument. If FACT = 'F' and EQUED = 'R' or 'B', each element of R must be positive.
C β is DOUBLE PRECISION 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. C is an input argument if FACT = 'F'; otherwise, C is an output argument. If FACT = 'F' and EQUED = 'C' or 'B', each element of C must be positive.
B β is COMPLEX*16 array, dimension (LDB,NRHS). On entry, the right hand side matrix B. On exit,
- if
EQUED = 'N',Bis not modified; - if
TRANS = 'N'andEQUED = 'R'or'B',Bis overwritten bydiag(R)*B; - if
TRANS = 'T'or'C'andEQUED = 'C'or'B',Bis overwritten bydiag(C)*B.
LDB β is INTEGER. The leading dimension of the array B. LDB >= max(1,N).
X β is COMPLEX*16 array, dimension (LDX,NRHS). If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X to the original system of equations. Note that A and B are modified on exit if EQUED .ne. 'N', and the solution to the equilibrated system is inv(diag(C))*X if TRANS = 'N' and EQUED = 'C' or 'B', or inv(diag(R))*X if TRANS = 'T' or 'C' and EQUED = 'R' or 'B'.
LDX β is INTEGER. The leading dimension of the array X. LDX >= max(1,N).
RCOND β is DOUBLE PRECISION. The estimate of the reciprocal condition number of the matrix A after equilibration (if done). If RCOND is less than the machine precision (in particular, if RCOND = 0), the matrix is singular to working precision. This condition is indicated by a return code of INFO > 0.
FERR β is DOUBLE PRECISION array, dimension (NRHS). The estimated forward error bound for each solution vector X(j) (the j-th column of the solution matrix X). If XTRUE is the true solution corresponding to X(j), FERR(j) is an estimated upper bound for the magnitude of the largest element in (X(j) - XTRUE) divided by the magnitude of the largest element in X(j). The estimate is as reliable as the estimate for RCOND, and is almost always a slight overestimate of the true error.
BERR β is DOUBLE PRECISION array, dimension (NRHS). 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).
WORK β is COMPLEX*16 array, dimension (2*N).
RWORK β is DOUBLE PRECISION array, dimension (N). On exit, RWORK(1) contains the reciprocal pivot growth factor norm(A)/norm(U). The 'max absolute element' norm is used. If RWORK(1) is much less than 1, then the stability of the LU factorization of the (equilibrated) matrix A could be poor. This also means that the solution X, condition estimator RCOND, and forward error bound FERR could be unreliable. If factorization fails with 0<INFO<=N, then RWORK(1) contains the reciprocal pivot growth factor for the leading INFO columns of A.
INFO β is INTEGER.
= 0: successful exit< 0: ifINFO = -i, thei-th argument had an illegal value> 0: ifINFO = i, andiis<= N:U(i,i)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+1:Uis nonsingular, butRCONDis less than machine precision, meaning that the matrix is singular to working precision. Nevertheless, the solution and error bounds are computed because there are a number of situations where the computed solution can be more accurate than the value ofRCONDwould suggest.
β¨ Author β¨
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
β¨ subroutine zgbsvxx β¨
subroutine zgbsvxx (character FACT, character TRANS, 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, character EQUED, 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 RPVGRW, 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)
ZGBSVXX computes the solution to system of linear equations A * X = B for GB matrices. π
π Purpose π
ZGBSVXX uses the LU factorization to compute the solution to a complex*16 system of linear equations A * X = B, where A is an N-by-N matrix and X and B are N-by-NRHS matrices.
If requested, both normwise and maximum componentwise error bounds are returned. ZGBSVXX will return a solution with a tiny guaranteed error (O(eps) where eps is the working machine precision) unless the matrix is very ill-conditioned, in which case a warning is returned. Relevant condition numbers also are calculated and returned.
ZGBSVXX accepts user-provided factorizations and equilibration factors; see the definitions of the FACT and EQUED options. Solving with refinement and using a factorization from a previous ZGBSVXX call will also produce a solution with either O(eps) errors or warnings, but we cannot make that claim for general user-provided factorizations and equilibration factors if they differ from what ZGBSVXX would itself produce.
πΈ Description πΈ
The following steps are performed:
- If
FACT = 'E', double precision scaling factors are computed to equilibrate the system:
TRANS = 'N': diag(R)*A*diag(C) *inv(diag(C))*X = diag(R)*B
TRANS = 'T': (diag(R)*A*diag(C))**T *inv(diag(R))*X = diag(C)*B
TRANS = 'C': (diag(R)*A*diag(C))**H *inv(diag(R))*X = diag(C)*B
Whether or not the system will be equilibrated depends on the scaling of the matrix A, but if equilibration is used, A is overwritten by diag(R)*A*diag(C) and B by diag(R)*B (if TRANS='N') or diag(C)*B (if TRANS = 'T' or 'C').
- If
FACT = 'N'or'E', the LU decomposition is used to factor the matrixA(after equilibration ifFACT = 'E') as
A = P * L * U,
where P is a permutation matrix, L is a unit lower triangular matrix, and U is upper triangular.
- Okay so if some
U(i,i)=0, meaning U is exactly singular β like fully, no coming back from that β the routine just returns withINFO = i. π Otherwise, the factored form of A gets used to estimate the condition number of the matrix A (go peep theRCONDargument for that whole situation). And if the reciprocal of the condition number is less than machine precision? She still goes on to solve for X and compute error bounds exactly like it says below. Committed queen. π - The system of equations is solved for X using the factored form of A. Slay, that's it, that's the step. β¨
- By default β that's unless
PARAMS(LA_LINRX_ITREF_I)is set to zero β the routine uses iterative refinement to try to get a small error and error bounds. Refinement calculates the residual to at least twice the working precision, which is giving overachiever, honestly. π - If equilibration was used, the matrix X gets premultiplied by
diag(C)(ifTRANS = 'N') or bydiag(R)(ifTRANS = 'T'or'C'), so that it solves the original system before equilibration. So the math works out the way you actually asked for it. π
Some optional parameters are bundled together in the PARAMS array β think of it as a lil settings squad. These settings determine how refinement is performed, but ngl the defaults are often completely acceptable. And if the defaults are acceptable to you, you can pass NPARAMS = 0, which stops the source code from ever accessing the PARAMS argument. Efficiency. π
β¨ Parameters β¨
FACTβFACT is CHARACTER*1. Specifies whether or not the factored form of the matrix A is supplied on entry, and if it isn't, whether the matrix A should be equilibrated before it gets factored.= 'F': On entry,AFandIPIVcontain the factored form of A. IfEQUEDis not'N', the matrix A has been equilibrated with scaling factors given by R and C.A,AF, andIPIVare not modified.= 'N': The matrix A will be copied toAFand factored.= 'E': The matrix A will be equilibrated if necessary, then copied toAFand factored.
TRANSβTRANS is CHARACTER*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 = Transpose)
NβN is INTEGER. The number of linear equations, aka the order of the matrix A. Requirement:N >= 0. π«ΆKLβKL is INTEGER. The number of subdiagonals within the band of A. Requirement:KL >= 0.KUβKU is INTEGER. The number of superdiagonals within the band of A. Requirement:KU >= 0.NRHSβNRHS is INTEGER. The number of right hand sides, i.e. the number of columns of the matrices B and X. Requirement:NRHS >= 0.ABβAB is COMPLEX*16 array, dimension (LDAB,N). On entry, the matrix A in band storage, in rows1toKL+KU+1. The j-th column of A is stored in the j-th column of the array AB like this:
AB(KU+1+i-j,j) = A(i,j) for max(1,j-KU)<=i<=min(N,j+kl)
If FACT = 'F' and EQUED is not 'N', then AB must have been equilibrated by the scaling factors in R and/or C. AB is not modified if FACT = 'F' or 'N', or if FACT = 'E' and EQUED = 'N' on exit.
On exit, if EQUED .ne. 'N', A is scaled like this:
EQUED = 'R':A := diag(R) * AEQUED = 'C':A := A * diag(C)EQUED = 'B':A := diag(R) * A * diag(C).
LDABβLDAB is INTEGER. The leading dimension of the array AB. Requirement:LDAB >= KL+KU+1.AFBβAFB is COMPLEX*16 array, dimension (LDAFB,N).- If
FACT = 'F', then AFB is an input argument and on entry it contains details of the LU factorization of the band matrix A, as computed byZGBTRF. U is stored as an upper triangular band matrix withKL+KUsuperdiagonals in rows1toKL+KU+1, and the multipliers used during the factorization are stored in rowsKL+KU+2to2*KL+KU+1. IfEQUED .ne. 'N', then AFB is the factored form of the equilibrated matrix A. - If
FACT = 'N', thenAFis an output argument and on exit returns the factors L and U from the factorizationA = P*L*Uof the original matrix A. - If
FACT = 'E', thenAFis an output argument and on exit returns the factors L and U from the factorizationA = P*L*Uof the equilibrated matrix A (see the description of A for what the equilibrated matrix looks like).
- If
LDAFBβLDAFB is INTEGER. The leading dimension of the array AFB. Requirement:LDAFB >= 2*KL+KU+1.IPIVβIPIV is INTEGER array, dimension (N).- If
FACT = 'F', then IPIV is an input argument and on entry it contains the pivot indices from the factorizationA = P*L*Uas computed byZGETRF; row i of the matrix was interchanged with rowIPIV(i). - If
FACT = 'N', then IPIV is an output argument and on exit it contains the pivot indices from the factorizationA = P*L*Uof the original matrix A. - If
FACT = 'E', then IPIV is an output argument and on exit it contains the pivot indices from the factorizationA = P*L*Uof the equilibrated matrix A.
- If
EQUEDβEQUED is CHARACTER*1. Specifies the form of equilibration that was done. π= 'N': No equilibration (always true ifFACT = 'N').= 'R': Row equilibration, i.e. A has been premultiplied bydiag(R).= 'C': Column equilibration, i.e. A has been postmultiplied bydiag(C).= 'B': Both row and column equilibration, i.e. A has been replaced bydiag(R) * A * diag(C).
EQUED is an input argument if FACT = 'F'; otherwise it's an output argument.
RβR is DOUBLE PRECISION array, dimension (N). The row scale factors for A. IfEQUED = 'R'or'B', A is multiplied on the left bydiag(R); ifEQUED = 'N'or'C', R is not accessed. R is an input argument ifFACT = 'F'; otherwise R is an output argument. IfFACT = 'F'andEQUED = 'R'or'B', every element of R must be positive.
If R is output, each element of R is a power of the radix. If R is input, each element of R should be a power of the radix to ensure a reliable solution and error estimates. Scaling by powers of the radix doesn't 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, which produces error estimates that may not be reliable. π«
CβC is DOUBLE PRECISION array, dimension (N). The column scale factors for A. IfEQUED = 'C'or'B', A is multiplied on the right bydiag(C); ifEQUED = 'N'or'R', C is not accessed. C is an input argument ifFACT = 'F'; otherwise C is an output argument. IfFACT = 'F'andEQUED = 'C'or'B', every element of C must be positive.
If C is output, each element of C is a power of the radix. 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 doesn't 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, which produces error estimates that may not be reliable. Same energy as R, fr fr. π
BβB is COMPLEX*16 array, dimension (LDB,NRHS). On entry, the N-by-NRHS right hand side matrix B. On exit:- if
EQUED = 'N', B is not modified; - if
TRANS = 'N'andEQUED = 'R'or'B', B is overwritten bydiag(R)*B; - if
TRANS = 'T'or'C'andEQUED = 'C'or'B', B is overwritten bydiag(C)*B.
- if
LDBβLDB is INTEGER. The leading dimension of the array B. Requirement:LDB >= max(1,N).XβX is COMPLEX*16 array, dimension (LDX,NRHS). IfINFO = 0, this is the N-by-NRHS solution matrix X to the original system of equations. Heads up bestie: A and B are modified on exit ifEQUED .ne. 'N', and the solution to the equilibrated system isinv(diag(C))*XifTRANS = 'N'andEQUED = 'C'or'B', orinv(diag(R))*XifTRANS = 'T'or'C'andEQUED = 'R'or'B'.LDXβLDX is INTEGER. The leading dimension of the array X. Requirement:LDX >= max(1,N).RCONDβRCOND is DOUBLE PRECISION. Reciprocal scaled condition number. This is an estimate of the reciprocal Skeel condition number of the matrix A after equilibration (if that happened). If this is less than the machine precision (and especially if it's zero), the matrix is singular to working precision. But note β the error may still be small even if this number is very small and the matrix looks ill-conditioned. Don't panic-judge her. πRPVGRWβRPVGRW is DOUBLE PRECISION. Reciprocal pivot growth. On exit, this contains the reciprocal pivot growth factornorm(A)/norm(U). The 'max absolute element' norm is what's used here. If this is much less than1, then the stability of the LU factorization of the (equilibrated) matrix A could be poor. Which also means the solution X, the estimated condition numbers, and the error bounds could be unreliable. If the factorization fails with0<INFO<=N, then this contains the reciprocal pivot growth factor for the leading INFO columns of A. InZGESVX, this quantity is returned inRWORK(1).BERRβBERR is DOUBLE PRECISION array, dimension (NRHS). Componentwise relative backward error. That's the componentwise relative backward error of each solution vectorX(j)β i.e. the smallest relative change in any element of A or B that makesX(j)an exact solution. Iconic. βN_ERR_BNDSβN_ERR_BNDS is INTEGER. The number of error bounds to return for each right hand side and for each type (normwise or componentwise). SeeERR_BNDS_NORMandERR_BNDS_COMPbelow. πERR_BNDS_NORM
ERR_BNDS_NORM π
ERR_BNDS_NORM is a DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS). For each right-hand side, this array contains info 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 'Trust/don't trust' boolean. Trust the answer if the reciprocal condition number is less than the thresholdsqrt(n) * dlamch('Epsilon').err = 2β 'Guaranteed' 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 'guaranteed'. 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 π¦
ERR_BNDS_COMP is a DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS). For each right-hand side, this array contains info 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 'Trust/don't trust' boolean. Trust the answer if the reciprocal condition number is less than the thresholdsqrt(n) * dlamch('Epsilon').err = 2β 'Guaranteed' 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 'guaranteed'. 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. Specifies the number of parameters set in PARAMS. If <= 0, the PARAMS array is never referenced and default values are used.
PARAMS β¨
PARAMS is DOUBLE PRECISION array, dimension NPARAMS. 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 to NPARAMS are accessed; defaults are used for higher-numbered parameters.
PARAMS(LA_LINRX_ITREF_I = 1): 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 extra-precise refinement algorithm. (other values are reserved for future use)PARAMS(LA_LINRX_ITHRESH_I = 2): Maximum number of residual computations allowed for refinement. Default:10Aggressive: 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.PARAMS(LA_LINRX_CWISE_I = 3): 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)
WORK π
WORK is COMPLEX*16 array, dimension (2*N)
RWORK πΈ
RWORK is DOUBLE PRECISION array, dimension (2*N)
INFO π
INFO is INTEGER
= 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 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
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
Author π
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