complex16POsolve(3)
π complex16POsolve(3) π
okay so bestie, welcome to complex16POsolve from the LAPACK manual β this is the complex16 PO-matrix solve driver crew and they are so iconic, no cap. it's the whole squad of routines that solve A * X = B when A is Hermitian positive definite and complex. buckle up, we're doing four parts and this is part one π
β¨ NAME β¨
complex16POsolve β complex16
π¦ SYNOPSIS π¦
πΈ Functions πΈ
subroutine zcposv (UPLO, N, NRHS, A, LDA, B, LDB, X, LDX, WORK, SWORK,
RWORK, ITER, INFO)
ZCPOSV computes the solution to system of linear equations A * X = B for PO matrices
subroutine zposv (UPLO, N, NRHS, A, LDA, B, LDB, INFO)
ZPOSV computes the solution to system of linear equations A * X = B for PO matrices
subroutine zposvx (FACT, UPLO, N, NRHS, A, LDA, AF, LDAF, EQUED, S, B,
LDB, X, LDX, RCOND, FERR, BERR, WORK, RWORK, INFO)
ZPOSVX computes the solution to system of linear equations A * X = B for PO matrices
subroutine zposvxx (FACT, UPLO, N, NRHS, A, LDA, AF, LDAF, EQUED, S, B,
LDB, X, LDX, RCOND, RPVGRW, BERR, N_ERR_BNDS, ERR_BNDS_NORM,
ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, RWORK, INFO)
ZPOSVXX computes the solution to system of linear equations A * X = B for PO matrices
π Detailed Description π
This is the group of complex16 solve driver functions for PO matrices. the whole girlband, together π
π₯ Function Documentation π₯
π subroutine zcposv π
subroutine zcposv (character UPLO, integer N, integer NRHS, complex*16,
dimension( lda, * ) A, integer LDA, complex*16, dimension( ldb, * ) B,
integer LDB, complex*16, dimension( ldx, * ) X, integer LDX, complex*16,
dimension( n, * ) WORK, complex, dimension( * ) SWORK, double precision,
dimension( * ) RWORK, integer ITER, integer INFO)
ZCPOSV computes the solution to system of linear equations A * X = B for PO matrices
π« Purpose π«
ZCPOSV computes the solution to a complex system of linear equations
A * X = B,
where A is an N-by-N Hermitian positive definite matrix and X and B are N-by-NRHS matrices.
ZCPOSV first attempts to factorize the matrix in COMPLEX and use this factorization within an iterative refinement procedure to produce a solution with COMPLEX*16 normwise backward error quality (see below). If the approach fails the method switches to a COMPLEX*16 factorization and solve.
The iterative refinement is not going to be a winning strategy if the ratio COMPLEX performance over COMPLEX*16 performance is too small. A reasonable strategy should take the number of right-hand sides and the size of the matrix into account. This might be done with a call to ILAENV in the future. Up to now, we always try iterative refinement. (iconic behaviour honestly, always shooting her shot β¨)
The iterative refinement process is stopped if
ITER > ITERMAX
or for all the RHS we have:
RNRM < SQRT(N)*XNRM*ANRM*EPS*BWDMAX
where
ITERis the number of the current iteration in the iterative refinement processRNRMis the infinity-norm of the residualXNRMis the infinity-norm of the solutionANRMis the infinity-operator-norm of the matrixAEPSis the machine epsilon returned byDLAMCH('Epsilon')
The value ITERMAX and BWDMAX are fixed to 30 and 1.0D+00 respectively.
π Parameters π
UPLOβUPLOisCHARACTER*1= 'U': Upper triangle ofAis stored;= 'L': Lower triangle ofAis stored.
NβNisINTEGER. The number of linear equations, i.e., the order of the matrixA.N >= 0.NRHSβNRHSisINTEGER. The number of right hand sides, i.e., the number of columns of the matrixB.NRHS >= 0.AβAisCOMPLEX*16array, dimension(LDA,N).
On entry, 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.
Note that the imaginary parts of the diagonal elements need not be set and are assumed to be zero.
On exit, if iterative refinement has been successfully used (INFO = 0 and ITER >= 0, see description below), then A is unchanged, if double precision factorization has been used (INFO = 0 and ITER < 0, see description below), then the array A contains the factor U or L from the Cholesky factorization A = U**H*U or A = L*L**H.
LDAβLDAisINTEGER. The leading dimension of the arrayA.LDA >= max(1,N).BβBisCOMPLEX*16array, dimension(LDB,NRHS). The N-by-NRHS right hand side matrixB.LDBβLDBisINTEGER. The leading dimension of the arrayB.LDB >= max(1,N).XβXisCOMPLEX*16array, dimension(LDX,NRHS). IfINFO = 0, the N-by-NRHS solution matrixX.LDXβLDXisINTEGER. The leading dimension of the arrayX.LDX >= max(1,N).WORKβWORKisCOMPLEX*16array, dimension(N,NRHS). This array is used to hold the residual vectors.SWORKβSWORKisCOMPLEXarray, dimension(N*(N+NRHS)). This array is used to use the single precision matrix and the right-hand sides or solutions in single precision.RWORKβRWORKisDOUBLE PRECISIONarray, dimension(N).ITERβITERisINTEGER< 0: iterative refinement has failed,COMPLEX*16factorization has been performed-1: the routine fell back to full precision for implementation- or machine-specific reasons-2: narrowing the precision induced an overflow, the routine fell back to full precision-3: failure ofCPOTRF-31: stop the iterative refinement after the 30th iterations
> 0: iterative refinement has been successfully used. Returns the number of iterations
INFOβINFOisINTEGER= 0: successful exit< 0: ifINFO = -i, the i-th argument had an illegal value> 0: ifINFO = i, the leading minor of order i of (COMPLEX*16)Ais not positive definite, so the factorization could not be completed, and the solution has not been computed.
π«Ά Author π«Ά
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
π subroutine zposv π
subroutine zposv (character UPLO, integer N, integer NRHS, complex*16,
dimension( lda, * ) A, integer LDA, complex*16, dimension( ldb, * ) B,
integer LDB, integer INFO)
ZPOSV computes the solution to system of linear equations A * X = B for PO matrices
π« Purpose π«
ZPOSV computes the solution to a complex system of linear equations
A * X = B,
where A is an N-by-N Hermitian positive definite matrix and X and B are N-by-NRHS matrices.
The Cholesky decomposition is used to factor A as
A = U**H* U, if UPLO = 'U', or
A = L * L**H, if UPLO = 'L',
where U is an upper triangular matrix and L is a lower triangular matrix. The factored form of A is then used to solve the system of equations A * X = B.
π Parameters π
UPLOβUPLOisCHARACTER*1= 'U': Upper triangle ofAis stored;= 'L': Lower triangle ofAis stored.
NβNisINTEGER. The number of linear equations, i.e., the order of the matrixA.N >= 0.NRHSβNRHSisINTEGER. The number of right hand sides, i.e., the number of columns of the matrixB.NRHS >= 0.AβAisCOMPLEX*16array, dimension(LDA,N).
On entry, 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.
On exit, if INFO = 0, the factor U or L from the Cholesky factorization A = U**H *U or A = L*L**H.
LDAβLDAisINTEGER. The leading dimension of the arrayA.LDA >= max(1,N).BβBisCOMPLEX*16array, dimension(LDB,NRHS).
On entry, the N-by-NRHS right hand side matrix B.
On exit, if INFO = 0, the N-by-NRHS solution matrix X.
LDBβLDBisINTEGER. The leading dimension of the arrayB.LDB >= max(1,N).INFOβINFOisINTEGER= 0: successful exit< 0: ifINFO = -i, the i-th argument had an illegal value> 0: ifINFO = i, the leading minor of order i ofAis not positive definite, so the factorization could not be completed, and the solution has not been computed.
π«Ά Author π«Ά
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
π subroutine zposvx π
subroutine zposvx (character FACT, character UPLO, integer N, integer NRHS,
complex*16, dimension( lda, * ) A, integer LDA, complex*16, dimension(
ldaf, * ) AF, integer LDAF, character EQUED, double precision,
dimension( * ) S, 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)
ZPOSVX computes the solution to system of linear equations A * X = B for PO matrices
π« Purpose π«
ZPOSVX uses the Cholesky factorization A = U**H*U or A = L*L**H to compute the solution to a complex system of linear equations
A * X = B,
where A is an N-by-N Hermitian positive definite matrix and X and B are N-by-NRHS matrices.
bestie we are so not done β zposvx still has her whole parameter list, and there's a whole zposvxx waiting in part 2 π don't go anywhere β¨
Okay so error bounds on the solution and a condition estimate are also provided, bestie. π Like, the whole package.
Description β¨
The following steps are performed:
- If
FACT = 'E', real scaling factors are computed to equilibrate the system:
diag(S) * A * diag(S) * inv(diag(S)) * X = diag(S) * 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(S)*A*diag(S) and B by diag(S)*B.
- If
FACT = 'N'or'E', the Cholesky decomposition is used to factor the matrixA(after equilibration ifFACT = 'E') as
A = U**H* U, if UPLO = 'U', or
A = L * L**H, if UPLO = 'L',
where U is an upper triangular matrix and L is a lower triangular matrix.
- If the leading i-by-i principal minor is not positive definite, then the routine returns with
INFO = i. Otherwise, the factored form ofAis used to estimate the condition number of the matrixA. 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 forXand compute error bounds as described below. - The system of equations is solved for
Xusing the factored form ofA. - 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
Xis premultiplied bydiag(S)so that it solves the original system before equilibration.
Parameters π
FACTβFACTisCHARACTER*1. Specifies whether or not the factored form of the matrixAis supplied on entry, and if not, whether the matrixAshould be equilibrated before it is factored.= 'F': On entry,AFcontains the factored form ofA. IfEQUED = 'Y', the matrixAhas been equilibrated with scaling factors given byS.AandAFwill not be modified.= 'N': The matrixAwill be copied toAFand factored.= 'E': The matrixAwill be equilibrated if necessary, then copied toAFand factored.
UPLOβUPLOisCHARACTER*1= 'U': Upper triangle ofAis stored;= 'L': Lower triangle ofAis stored.
NβNisINTEGER. The number of linear equations, i.e., the order of the matrixA.N >= 0.NRHSβNRHSisINTEGER. The number of right hand sides, i.e., the number of columns of the matricesBandX.NRHS >= 0.AβAisCOMPLEX*16array, dimension(LDA,N). On entry, the Hermitian matrixA, except ifFACT = 'F'andEQUED = 'Y', thenAmust contain the equilibrated matrixdiag(S)*A*diag(S). IfUPLO = 'U', the leadingN-by-Nupper triangular part ofAcontains the upper triangular part of the matrixA, and the strictly lower triangular part ofAis not referenced. IfUPLO = 'L', the leadingN-by-Nlower triangular part ofAcontains the lower triangular part of the matrixA, and the strictly upper triangular part ofAis not referenced.Ais not modified ifFACT = 'F'or'N', or ifFACT = 'E'andEQUED = 'N'on exit. On exit, ifFACT = 'E'andEQUED = 'Y',Ais overwritten bydiag(S)*A*diag(S).LDAβLDAisINTEGER. The leading dimension of the arrayA.LDA >= max(1,N).AFβAFisCOMPLEX*16array, dimension(LDAF,N). IfFACT = 'F', thenAFis an input argument and on entry contains the triangular factorUorLfrom the Cholesky factorizationA = U**H *UorA = L*L**H, in the same storage format asA. IfEQUED .ne. 'N', thenAFis the factored form of the equilibrated matrixdiag(S)*A*diag(S). IfFACT = 'N', thenAFis an output argument and on exit returns the triangular factorUorLfrom the Cholesky factorizationA = U**H *UorA = L*L**Hof the original matrixA. IfFACT = 'E', thenAFis an output argument and on exit returns the triangular factorUorLfrom the Cholesky factorizationA = U**H *UorA = L*L**Hof the equilibrated matrixA(see the description ofAfor the form of the equilibrated matrix).LDAFβLDAFisINTEGER. The leading dimension of the arrayAF.LDAF >= max(1,N).EQUEDβEQUEDisCHARACTER*1. Specifies the form of equilibration that was done.= 'N': No equilibration (always true ifFACT = 'N').= 'Y': Equilibration was done, i.e.,Ahas been replaced bydiag(S) * A * diag(S).EQUEDis an input argument ifFACT = 'F'; otherwise, it is an output argument.
SβSisDOUBLE PRECISIONarray, dimension(N). The scale factors forA; not accessed ifEQUED = 'N'.Sis an input argument ifFACT = 'F'; otherwise,Sis an output argument. IfFACT = 'F'andEQUED = 'Y', each element ofSmust be positive.BβBisCOMPLEX*16array, dimension(LDB,NRHS). On entry, theN-by-NRHSrighthand side matrixB. On exit, ifEQUED = 'N',Bis not modified; ifEQUED = 'Y',Bis overwritten bydiag(S) * B.LDBβLDBisINTEGER. The leading dimension of the arrayB.LDB >= max(1,N).XβXisCOMPLEX*16array, dimension(LDX,NRHS). IfINFO = 0orINFO = N+1, theN-by-NRHSsolution matrixXto the original system of equations. Note that ifEQUED = 'Y',AandBare modified on exit, and the solution to the equilibrated system isinv(diag(S))*X.LDXβLDXisINTEGER. The leading dimension of the arrayX.LDX >= max(1,N).RCONDβRCONDisDOUBLE PRECISION. The estimate of the reciprocal condition number of the matrixAafter equilibration (if done). IfRCONDis less than the machine precision (in particular, ifRCOND = 0), the matrix is singular to working precision. This condition is indicated by a return code ofINFO > 0.FERRβFERRisDOUBLE PRECISIONarray, dimension(NRHS). The estimated forward error bound for each solution vectorX(j)(the j-th column of the solution matrixX). IfXTRUEis the true solution corresponding toX(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 inX(j). The estimate is as reliable as the estimate forRCOND, and is almost always a slight overestimate of the true error.BERRβBERRisDOUBLE PRECISIONarray, dimension(NRHS). 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).WORKβWORKisCOMPLEX*16array, dimension(2*N).RWORKβRWORKisDOUBLE PRECISIONarray, dimension(N).INFOβINFOisINTEGER.= 0: successful exit< 0: ifINFO = -i, the i-th argument had an illegal value> 0: ifINFO = i, and i is<= N: the leading minor of order i ofAis not positive definite, so the factorization could not be completed, and the solution has not been 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.
Author πΈ
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
subroutine zposvxx π
subroutine zposvxx (character FACT, character UPLO, integer N, integer NRHS,
complex*16, dimension( lda, * ) A, integer LDA, complex*16, dimension(
ldaf, * ) AF, integer LDAF, character EQUED, double precision,
dimension( * ) S, 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)
ZPOSVXX computes the solution to system of linear equations A * X = B for PO matrices
Purpose β¨
ZPOSVXX uses the Cholesky factorization A = U**T*U or A = L*L**T to compute the solution to a complex*16 system of linear equations A * X = B, where A is an N-by-N Hermitian positive definite matrix and X and B are N-by-NRHS matrices.
If requested, both normwise and maximum componentwise error bounds are returned. ZPOSVXX 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.
ZPOSVXX is also totally fine with you rolling up with your own factorization and equilibration factors β just peep the deets on the FACT and EQUED options before you do. And bestie, if you solve with refinement using a factorization from an earlier ZPOSVXX call, you'll also get a solution with either O(eps) errors or warnings. But we cannot β cannot β make that promise for random general user-provided factorizations and equilibration factors that differ from what ZPOSVXX would've cooked up itself. π
β¨ Description β¨
Here's the whole glow-up sequence, step by step, no skips:
- If
FACT = 'E', double precision scaling factors get computed to equilibrate the system:
diag(S)*A*diag(S) *inv(diag(S))*X = diag(S)*B
Whether or not the system actually gets equilibrated depends on the scaling of the matrix A, but if equilibration is used, A is overwritten by diag(S)*A*diag(S) and B by diag(S)*B. π
- If
FACT = 'N'or'E', the Cholesky decomposition factors the matrixA(after equilibration, ifFACT = 'E') as:
A = U**T* U, if UPLO = 'U', or
A = L * L**T, if UPLO = 'L',
where U is an upper triangular matrix and L is a lower triangular matrix.
- If the leading i-by-i principal minor is not positive definite, the routine bounces with
INFO = i. Otherwise, the factored form ofAgets used to estimate the condition number of the matrixA(see the argumentRCOND). And if the reciprocal of the condition number is less than machine precision? The routine still goes on to solve forXand compute error bounds like described below. Iconic stubbornness, honestly. - The system of equations gets solved for
Xusing the factored form ofA. - By default (unless
PARAMS(LA_LINRX_ITREF_I)is set to zero), the routine will use iterative refinement to try to get a small error and error bounds. Refinement calculates the residual to at least twice the working precision. β¨ - If equilibration was used, the matrix
Xgets premultiplied bydiag(S)so that it solves the original system before equilibration. π
Some optional parameters are bundled in the PARAMS array. These settings determine how refinement is performed, but often the defaults are acceptable. And if the defaults are acceptable, you can pass NPARAMS = 0, which stops the source code from even touching the PARAMS argument. Efficiency queen behavior. π
π Parameters π
FACT
FACT is 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,AFcontains the factored form ofA. IfEQUEDis not'N', the matrixAhas been equilibrated with scaling factors given byS.AandAFare not modified.= 'N':The matrixAwill be copied toAFand factored.= 'E':The matrixAwill be equilibrated if necessary, then copied toAFand factored.
UPLO
UPLO is CHARACTER*1
= 'U':Upper triangle ofAis stored;= 'L':Lower triangle ofAis stored.
N
N is INTEGER
The number of linear equations, i.e., the order of the matrix A. N >= 0.
NRHS
NRHS is INTEGER
The number of right hand sides, i.e., the number of columns of the matrices B and X. NRHS >= 0.
A
A is COMPLEX*16 array, dimension (LDA,N)
On entry, the Hermitian matrix A, except if FACT = 'F' and EQUED = 'Y', in which case A must contain the equilibrated matrix diag(S)*A*diag(S). 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. A is not modified if FACT = 'F' or 'N', or if FACT = 'E' and EQUED = 'N' on exit.
On exit, if FACT = 'E' and EQUED = 'Y', A is overwritten by diag(S)*A*diag(S).
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
AF
AF is COMPLEX*16 array, dimension (LDAF,N)
- If
FACT = 'F', thenAFis an input argument, and on entry it contains the triangular factorUorLfrom the Cholesky factorizationA = U**T*UorA = L*L**T, in the same storage format asA. IfEQUED .ne. 'N', thenAFis the factored form of the equilibrated matrixdiag(S)*A*diag(S). - If
FACT = 'N', thenAFis an output argument, and on exit it returns the triangular factorUorLfrom the Cholesky factorizationA = U**T*UorA = L*L**Tof the original matrixA. - If
FACT = 'E', thenAFis an output argument, and on exit it returns the triangular factorUorLfrom the Cholesky factorizationA = U**T*UorA = L*L**Tof the equilibrated matrixA(see the description ofAfor the form of the equilibrated matrix).
LDAF
LDAF is INTEGER
The leading dimension of the array AF. LDAF >= max(1,N).
EQUED
EQUED is CHARACTER*1
Specifies the form of equilibration that was done.
= 'N':No equilibration (always true ifFACT = 'N').= 'Y':Both row and column equilibration, i.e.,Ahas been replaced bydiag(S) * A * diag(S).
EQUED is an input argument if FACT = 'F'; otherwise, it's an output argument.
S
S is DOUBLE PRECISION array, dimension (N)
The row 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. π
B
B is COMPLEX*16 array, dimension (LDB,NRHS)
On entry, the N-by-NRHS right hand side matrix B.
On exit:
- if
EQUED = 'N',Bis not modified; - if
EQUED = 'Y',Bis overwritten bydiag(S)*B;
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,N).
X
X is COMPLEX*16 array, dimension (LDX,NRHS)
If INFO = 0, the N-by-NRHS solution matrix X to the original system of equations. Heads up: A and B are modified on exit if EQUED .ne. 'N', and the solution to the equilibrated system is inv(diag(S))*X.
LDX
LDX is INTEGER
The leading dimension of the array X. LDX >= max(1,N).
RCOND
RCOND is DOUBLE PRECISION
Reciprocal scaled condition number. This is an estimate of the reciprocal Skeel condition number of the matrix A after equilibration (if it happened). If this is less than the machine precision (in particular, if it's 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. She's complicated like that. π
RPVGRW
RPVGRW is DOUBLE PRECISION
Reciprocal pivot growth. On exit, this contains the reciprocal pivot growth factor norm(A)/norm(U). The 'max absolute element' norm is used. If this 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, estimated condition numbers, and error bounds could be unreliable. And if factorization fails with 0<INFO<=N, then this contains the reciprocal pivot growth factor for the leading INFO columns of A. π«
BERR
BERR is DOUBLE PRECISION 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).
N_ERR_BNDS
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
ERR_BNDS_NORM is 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 like this:
Normwise relative error in the *i*th 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. β¨
The first index in ERR_BNDS_NORM(i,:) corresponds to the *i*th 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. πerr = 3β Reciprocal condition number: the estimated normwise reciprocal condition number. It gets vibe-checked against the thresholdsqrt(n) * dlamch('Epsilon')to decide if the error estimate is "guaranteed". These reciprocal condition numbers are1 / (norm(Z^{-1},inf) * norm(Z,inf))for some appropriately scaled matrixZ. And like,Z = S*A, whereSscales each row by a power of the radix so that all the absolute row sums ofZare approximately 1. math girlbossery β¨
See Lapack Working Note 165 for further details and extra cautions. read it bestie, it's giving important π
π ERR_BNDS_COMP π
ERR_BNDS_COMP is DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS).
For each right-hand side, this array is holding info about all the various error bounds and condition numbers that go with the componentwise relative error, which is defined like this:
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 (the componentwise relative error depends on it, bestie) and by the type of error information as described below. There are currently up to three pieces of information returned for each right-hand side. If componentwise accuracy isn't requested (PARAMS(3) = 0.0), then ERR_BNDS_COMP is not accessed. And if N_ERR_BNDS < 3, then at most the first (:,N_ERR_BNDS) entries get returned. know your limits π
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'). trust issues but make it numerical πerr = 2β 'Guaranteed' error bound: the estimated forward error, almost certainly within a factor of 10 of the true error β 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. no cap, only trust it when the boolean says soerr = 3β Reciprocal condition number: the 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. iconic scaling behaviour honestly β
See Lapack Working Note 165 for further details and extra cautions. π¦
π 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. defaults are the moment β¨
πΈ PARAMS πΈ
PARAMS is DOUBLE PRECISION array, dimension NPARAMS.
Specifies algorithm parameters. If an entry is < 0.0, then that entry gets filled with the default value used for that parameter. Only positions up to NPARAMS are accessed; defaults are used for higher-numbered parameters. so if you're lazy, the defaults have your back π«Ά
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 extra-precise refinement algorithm.- (other values are reserved for future use) don't try it π«
- 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. bestie be so serious rn, the guarantees can stop being real π
- 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) slay, we love convergence π
- Default:
π¦ WORK π¦
WORK is COMPLEX*16 array, dimension (2*N).
π RWORK π
RWORK is DOUBLE PRECISION array, dimension (2*N).
π INFO π
INFO is INTEGER.
= 0: Successful exit. The solution to every right-hand side is guaranteed. we ate and left no crumbs π< 0: IfINFO = -i, the i-th argument had an illegal value. whoops, illegal π> 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. singular matrix arc, not the good kind π= 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. only the first problem child gets named, the rest are on you to investigate π
π Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
Author β Generated automatically by Doxygen for LAPACK from the source code. yes the docs wrote themselves, we love a self-sufficient king β¨
okay that's the whole page bestie!! π this was LAPACK Version 3.11.0, dated Sun Nov 27 2022, and you were reading the manual page for complex16POsolve(3) β go forth and solve those complex double-precision systems, you absolute legend πππ¦
π¦ where this page comes from
- debian bookworm: liblapack-doc 3.11.0-2 Β· BSD-3-Clause
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