SRC/dgbrfsx.f(3)
π NAME π
SRC/dgbrfsx.f β this is the page from the Library Functions Manual, and yes, the manual-name situation is folded right in here, bestie π
π SYNOPSIS π
β¨ Functions/Subroutines β¨
subroutine dgbrfsx (trans, equed, n, kl, ku, nrhs, ab, ldab, afb, ldafb,
ipiv, r, c, b, ldb, x, ldx, rcond, berr, n_err_bnds, err_bnds_norm,
err_bnds_comp, nparams, params, work, iwork, info)
DGBRFSX
π¦ Function/Subroutine Documentation π¦
subroutine dgbrfsx (character trans, character equed, integer n, integer kl,
integer ku, integer nrhs, double precision, dimension( ldab, * ) ab,
integer ldab, double precision, dimension( ldafb, * ) afb, integer
ldafb, integer, dimension( * ) ipiv, double precision, dimension( * ) r,
double precision, dimension( * ) c, double precision, dimension( ldb, *
) b, integer ldb, double precision, dimension( ldx , * ) x, integer ldx,
double precision rcond, 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, double precision, dimension( * ) work,
integer, dimension( * ) iwork, integer info)
DGBRFSX
π DGBRFSX π
β¨ Purpose β¨
Okay so DGBRFSX is here to improve a computed solution to a system of linear equations and give you error bounds plus backward error estimates for the solution. In addition to the normwise error bound, the code provides the maximum componentwise error bound if possible. Check the comments for ERR_BNDS_NORM and ERR_BNDS_COMP for the full details of those error bounds π
The original system of linear equations may have been equilibrated before calling this routine, as described by arguments EQUED, R, and C below. In this case, the solution and error bounds returned are for the original unequilibrated system.
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. Slay, honestly.
π Parameters π
Hereβs the whole cast, no cap π
TRANSβCHARACTER*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)
EQUEDβCHARACTER*1. Specifies the form of equilibration that was done toAbefore calling this routine. This is needed to compute the solution and error bounds correctly.= 'N': No equilibration= '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). The right hand sideBhas been changed accordingly.
NβINTEGER. The order of the matrixA.N >= 0.KLβINTEGER. The number of subdiagonals within the band ofA.KL >= 0.KUβINTEGER. The number of superdiagonals within the band ofA.KU >= 0.NRHSβINTEGER. The number of right hand sides, i.e., the number of columns of the matricesBandX.NRHS >= 0.ABβDOUBLE PRECISIONarray, dimension(LDAB,N). The original band matrixA, stored in rows 1 toKL+KU+1. The j-th column ofAis stored in the j-th column of the arrayABas follows:AB(ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(n,j+kl).LDABβINTEGER. The leading dimension of the arrayAB.LDAB >= KL+KU+1.AFBβDOUBLE PRECISIONarray, dimension(LDAFB,N). Details of the LU factorization of the band matrixA, as computed byDGBTRF.Uis stored as an upper triangular band matrix withKL+KUsuperdiagonals in rows 1 toKL+KU+1, and the multipliers used during the factorization are stored in rowsKL+KU+2to2*KL+KU+1.LDAFBβINTEGER. The leading dimension of the arrayAFB.LDAFB >= 2*KL*KU+1.IPIVβINTEGERarray, dimension(N). The pivot indices fromDGETRF; for1<=i<=N, rowiof the matrix was interchanged with rowIPIV(i).RβDOUBLE PRECISIONarray, dimension(N). The row scale factors forA. IfEQUED = 'R'or'B',Ais multiplied on the left bydiag(R); ifEQUED = 'N'or'C',Ris not accessed.Ris an input argument ifFACT = 'F'; otherwise,Ris an output argument. IfFACT = 'F'andEQUED = 'R'or'B', each element ofRmust 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 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.
CβDOUBLE PRECISIONarray, dimension(N). The column scale factors forA. IfEQUED = 'C'or'B',Ais multiplied on the right bydiag(C); ifEQUED = 'N'or'R',Cis not accessed.Cis an input argument ifFACT = 'F'; otherwise,Cis an output argument. IfFACT = 'F'andEQUED = 'C'or'B', each element ofCmust 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 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.
BβDOUBLE PRECISIONarray, dimension(LDB,NRHS). The right hand side matrixB.LDBβINTEGER. The leading dimension of the arrayB.LDB >= max(1,N).XβDOUBLE PRECISIONarray, dimension(LDX,NRHS). On entry, the solution matrixX, as computed byDGETRS. On exit, the improved solution matrixX.LDXβINTEGER. The leading dimension of the arrayX.LDX >= max(1,N).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.BERRβDOUBLE PRECISIONarray, dimension(NRHS). Componentwise relative backward error. This is 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).N_ERR_BNDSβINTEGER. Number of error bounds to return for each right hand side and each type (normwise or componentwise). SeeERR_BNDS_NORMandERR_BNDS_COMPbelow.
πΈ ERR_BNDS_NORM πΈ
ERR_BNDS_NORM
ERR_BNDS_NORM is a DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS). For each right-hand side, this array is literally carrying info about various error bounds and condition numbers for the normwise relative error, defined like this:
max_j (abs(XTRUE(j,i) - X(j,i)))
------------------------------
max_j abs(X(j,i))
The array is indexed by the type of error info as described below. There currently are up to three pieces of information returned, bestie.
The first index in ERR_BNDS_NORM(i,:) corresponds to the ith right-hand side.
The second index in ERR_BNDS_NORM(:,err) contains these three fields:
err = 1β boolean. Trust the answer if the reciprocal condition number is less than the thresholdsqrt(n) * dlamch('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) * 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 . 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.
See Lapack Working Note 165 for further details and extra cautions. π«Ά
ERR_BNDS_COMP
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:
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 these three fields:
err = 1β boolean. Trust the answer if the reciprocal condition number is less than the thresholdsqrt(n) * dlamch('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) * 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 . 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.
See Lapack Working Note 165 for further details and extra cautions. β¨
NPARAMS
NPARAMS is INTEGER. Specifies the number of parameters set in PARAMS. If <= 0, the PARAMS array is never referenced and default values are used. No cap, it just vibes with defaults.
PARAMS
PARAMS is a DOUBLE PRECISION array, dimension (NPARAMS). Specifies algorithm parameters. If an entry is < 0.0, then that entry will be filled with the 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)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 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. iykyk, be careful with that aggressive energy.
- 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:
WORK
WORK is a DOUBLE PRECISION array, dimension (4*N). π
IWORK
IWORK is an INTEGER array, dimension (N). π
INFO
INFO is INTEGER.
= 0β successful exit. The solution to every right-hand side is guaranteed.< 0β ifINFO = -i, the i-th argument had an illegal value.> 0and<= NβU(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. Thatβs a no-solution situation, bestie.= N+Jβ 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.
Definition at line 435 of file dgbrfsx.f.
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