doubleGBsolve(3)
π doubleGBsolve π
okay so bestie, this is the doubleGBsolve(3) page from the LAPACK manual, and it's a whole group of double-precision solve drivers for GB matrices β general band matrices, the ones with a nice lil' diagonal stripe instead of a full grid. There's a lot here so buckle up, we're doing this in four parts and this is part 1. π¦
β¨ NAME β¨
doubleGBsolve β double. That's it. That's the whole name section. Short king. π
π SYNOPSIS π
πΈ Functions πΈ
subroutine dgbsv (N, KL, KU, NRHS, AB, LDAB, IPIV, B, LDB, INFO)β DGBSV computes the solution to system of linear equations A * X = B for GB matrices (simple driver)subroutine dgbsvx (FACT, TRANS, N, KL, KU, NRHS, AB, LDAB, AFB, LDAFB, IPIV, EQUED, R, C, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, IWORK, INFO)β DGBSVX computes the solution to system of linear equations A * X = B for GB matricessubroutine dgbsvxx (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, IWORK, INFO)β DGBSVXX computes the solution to system of linear equations A * X = B for GB matrices
π Detailed Description π
This is the group of double solve driver functions for GB matrices. slay. π
π₯ Function Documentation π₯
π subroutine dgbsv π
subroutine dgbsv (integer N, integer KL, integer KU, integer NRHS, double
precision, dimension( ldab, * ) AB, integer LDAB, integer, dimension( *
) IPIV, double precision, dimension( ldb, * ) B, integer LDB, integer
INFO)
DGBSV computes the solution to system of linear equations A * X = B for GB matrices (simple driver). the simple driver bestie, no extras, just vibes and answers β¨
Purpose:
DGBSV computes the solution to a real 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. The factored form of A is then used to solve the system of equations A * X = B.
Parameters
- N β N is INTEGER. The number of linear equations, i.e., the order of the matrix A.
N >= 0. - KL β KL is INTEGER. The number of subdiagonals within the band of A.
KL >= 0. - KU β KU is INTEGER. The number of superdiagonals within the band of A.
KU >= 0. - NRHS β NRHS is INTEGER. The number of right hand sides, i.e., the number of columns of the matrix B.
NRHS >= 0. - AB β AB is DOUBLE PRECISION array, dimension
(LDAB,N). On entry, the matrix A in band storage, in rowsKL+1to2*KL+KU+1; rows 1 to KL of 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 with KL+KU superdiagonals in rows 1 to KL+KU+1, and the multipliers used during the factorization are stored in rows KL+KU+2 to 2*KL+KU+1. See below for further details. (yes, AB gets rewritten on the way out β it's giving main character transformation π«)
- LDAB β LDAB is INTEGER. The leading dimension of the array AB.
LDAB >= 2*KL+KU+1. - IPIV β IPIV is INTEGER array, dimension (N). The pivot indices that define the permutation matrix P; row i of the matrix was interchanged with row
IPIV(i). - B β B is DOUBLE PRECISION array, dimension
(LDB,NRHS). On entry, the N-by-NRHS right hand side matrix B. On exit, ifINFO = 0, the N-by-NRHS solution matrix X. - LDB β LDB is INTEGER. The leading dimension of the array B.
LDB >= max(1,N). - INFO β INFO is INTEGER
= 0: successful exit π< 0: ifINFO = -i, the i-th argument had an illegal value bestie you passed a bad argument π> 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. no solution for you, the matrix is singular fr fr π
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
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. (the + spots are the sneaky ones β they start empty and end up holding U, iykyk) π
π¦ subroutine dgbsvx π¦
subroutine dgbsvx (character FACT, character TRANS, 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, character EQUED, 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( *
) FERR, double precision, dimension( * ) BERR, double precision,
dimension( * ) WORK, integer, dimension( * ) IWORK, integer INFO)
DGBSVX computes the solution to system of linear equations A * X = B for GB matrices. this one's the full-service driver β error bounds, condition estimate, the works π
Purpose:
DGBSVX uses the LU factorization to compute the solution to a real 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. obsessed, she does the math and tells you how much to trust it β¨
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. a warning, not a rage-quit β she keeps going π«Ά - 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. putting it back the way it was, we love an undo π«
Parameters
- FACT β 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, 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 TRANS 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(Transpose)
- N β N is INTEGER. The number of linear equations, i.e., the order of the matrix A.
N >= 0. - KL β KL is INTEGER. The number of subdiagonals within the band of A.
KL >= 0. - KU β KU is INTEGER. The number of superdiagonals within the band of A.
KU >= 0. - NRHS β NRHS is INTEGER. The number of right hand sides, i.e., the number of columns of the matrices B and X.
NRHS >= 0. - AB β AB is DOUBLE PRECISION array, dimension
(LDAB,N). On entry, the matrix A in band storage, in rows 1 toKL+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) * A
EQUED = 'C': A := A * diag(C)
EQUED = 'B': A := diag(R) * A * diag(C).
- LDAB β LDAB is INTEGER. The leading dimension of the array AB.
LDAB >= KL+KU+1. not the same bound as the simple driver up there, don't get it twisted π - AFB
(okay bestie, the page literally cuts off right there mid-parameter β part 2 has the rest, don't go anywhere π)
AFBβ DOUBLE PRECISION array, dimension(LDAFB,N). Okay so ifFACT = 'F', thenAFBis an input argument and on entry contains details of the LU factorization of the band matrixA, as computed byDGBTRF.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', then AFB is an output argument and on exit returns details of the LU factorization of A.
If FACT = 'E', then AFB is an output argument and on exit returns details of the LU factorization of the equilibrated matrix A (see the description of AB for the form of the equilibrated matrix). β¨
LDAFBβ INTEGER. The leading dimension of the arrayAFB.LDAFB >= 2*KL+KU+1. Respect the dimension, bestie. πIPIVβ INTEGER array, dimension(N). IfFACT = 'F', thenIPIVis an input argument and on entry contains the pivot indices from the factorizationA = L*Uas computed byDGBTRF; rowiof the matrix was interchanged with rowIPIV(i).
If FACT = 'N', then IPIV is an output argument and on exit contains the pivot indices from the factorization A = L*U of the original matrix A.
If FACT = 'E', then IPIV is an output argument and on exit contains the pivot indices from the factorization A = L*U of the equilibrated matrix A.
EQUEDβ 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).EQUEDis an input argument ifFACT = 'F'; otherwise, it is an output argument.
Rβ DOUBLE PRECISION array, 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. Positive only, periodt. π©·Cβ DOUBLE PRECISION array, 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.Bβ DOUBLE PRECISION array, dimension(LDB,NRHS). On entry, the right hand side matrixB. 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.
- if
LDBβ INTEGER. The leading dimension of the arrayB.LDB >= max(1,N).Xβ DOUBLE PRECISION array, dimension(LDX,NRHS). IfINFO = 0orINFO = N+1, theN-by-NRHSsolution matrixXto the original system of equations. Note thatAandBare 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'.LDXβ INTEGER. The leading dimension of the arrayX.LDX >= max(1,N).RCONDβ DOUBLE 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. Red flag energy, bestie β singular to working precision is not the vibe. π©FERRβ DOUBLE PRECISION array, dimension(NRHS). The estimated forward error bound for each solution vectorX(j)(thej-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.BERRβ DOUBLE PRECISION array, 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).WORKβ DOUBLE PRECISION array, dimension(3*N). On exit,WORK(1)contains the reciprocal pivot growth factornorm(A)/norm(U). The'max absolute element'norm is used. IfWORK(1)is much less than1, then the stability of the LU factorization of the (equilibrated) matrixAcould be poor. This also means that the solutionX, condition estimatorRCOND, and forward error boundFERRcould be unreliable. If factorization fails with0<INFO<=N, thenWORK(1)contains the reciprocal pivot growth factor for the leadingINFOcolumns ofA.IWORKβ INTEGER array, dimension(N).INFOβ 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.
π Author π
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
π¦ subroutine dgbsvxx π¦
subroutine dgbsvxx (character FACT, character TRANS, 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, character EQUED, 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 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, double precision, dimension( * ) WORK, integer,
dimension( * ) IWORK, integer INFO)
DGBSVXX computes the solution to system of linear equations A * X = B for GB matrices.
Purpose
DGBSVXX uses the LU factorization to compute the solution to a double precision 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. DGBSVXX 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.
DGBSVXX 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 DGBSVXX 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 DGBSVXX would itself produce.
Description
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.
- 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 (see argument RCOND). If the reciprocal of the condition number is less than machine precision, the routine still goes on to solve for X and compute error bounds as described below. No quitting early, bestie, it just keeps going π - The system of equations is solved for X using the factored form of A. Slay. β¨
- 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. It's giving overachiever and we love that. - 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. Unscaling the results so you get answers for your actual problem 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. Lowkey the easiest life hack here π
π Parameters π
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,AFandIPIVcontain the factored form of A. IfEQUEDis not'N', the matrix A has been equilibrated with scaling factors given byRandC.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.
πΈ TRANS
TRANS 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)
π¦ N
N is INTEGER
The number of linear equations, i.e., the order of the matrix A. N >= 0.
β KL
KL is INTEGER
The number of subdiagonals within the band of A. KL >= 0.
β KU
KU is INTEGER
The number of superdiagonals within the band of A. KU >= 0.
π NRHS
NRHS is INTEGER
The number of right hand sides, i.e., the number of columns of the matrices B and X. NRHS >= 0.
π AB
AB is DOUBLE PRECISION array, dimension (LDAB,N)
On entry, the matrix A in band storage, in rows 1 to KL+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 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 as follows:
EQUED = 'R':A := diag(R) * AEQUED = 'C':A := A * diag(C)EQUED = 'B':A := diag(R) * A * diag(C).
π§ LDAB
LDAB is INTEGER
The leading dimension of the array AB. LDAB >= KL+KU+1.
π AFB
AFB is DOUBLE PRECISION array, dimension (LDAFB,N)
If FACT = 'F', then AFB is an input argument and on entry contains details of the LU factorization of the band matrix A, as computed by DGBTRF. U is stored as an upper triangular band matrix with KL+KU superdiagonals in rows 1 to KL+KU+1, and the multipliers used during the factorization are stored in rows KL+KU+2 to 2*KL+KU+1. If EQUED .ne. 'N', then AFB is the factored form of the equilibrated matrix A.
If FACT = 'N', then AF is an output argument and on exit returns the factors L and U from the factorization A = P*L*U of the original matrix A.
If FACT = 'E', then AF is an output argument and on exit returns the factors L and U from the factorization A = P*L*U of the equilibrated matrix A (see the description of A for the form of the equilibrated matrix).
π LDAFB
LDAFB is INTEGER
The leading dimension of the array AFB. LDAFB >= 2*KL+KU+1.
π IPIV
IPIV is INTEGER array, dimension (N)
If FACT = 'F', then IPIV is an input argument and on entry contains the pivot indices from the factorization A = P*L*U as computed by DGETRF; row i of the matrix was interchanged with row IPIV(i).
If FACT = 'N', then IPIV is an output argument and on exit contains the pivot indices from the factorization A = P*L*U of the original matrix A.
If FACT = 'E', then IPIV is an output argument and on exit contains the pivot indices from the factorization A = P*L*U of the equilibrated matrix A.
β¨ EQUED
EQUED is CHARACTER*1
Specifies the form of equilibration that was done.
= '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 is an output argument.
π R
R 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. 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.
Bestie, that last bit matters: if your R isn't a power of the radix, you can get rounding errors during scaling, and then your error estimates are sus. Not a vibe π
π C
C 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. 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.
π«Ά B
B is DOUBLE PRECISION 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.
π LDB
LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,N).
π X
X is DOUBLE PRECISION array, dimension (LDX,NRHS)
If INFO = 0, 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'.
π¦ LDX
LDX is INTEGER
The leading dimension of the array X. LDX >= max(1,N).
π₯ 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 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.
πΈ 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. If factorization fails with 0<INFO<=N, then this contains the reciprocal pivot growth factor for the leading INFO columns of A. In DGESVX, this quantity is returned in WORK(1).
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).
π 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.
β ERR_BNDS_NORM
...and literally that's not even the end of ERR_BNDS_NORM, bestie, buckle up π
ERR_BNDS_NORM is a 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 = 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. fr fr, go read it π«Ά
π 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 information 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. yes, again, it's that serious 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.
πΈ PARAMS πΈ
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 extra-precise refinement algorithm.- (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:
π§ WORK π§
WORK is a DOUBLE PRECISION array, dimension (4*N).
π IWORK π
IWORK is an INTEGER array, dimension (N).
β INFO β
INFO is INTEGER.
= 0: Successful exit. The solution to every right-hand side is guaranteed. slay π< 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.
π Author π
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Author
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