SRC/zgesvx.f(3)
SRC/zgesvx.f(3) β Library Functions Manual π¦
πΈ NAME πΈ
SRC/zgesvx.f β bestie, this is the page for the ZGESVX subroutine, and yes it's giving Library Functions Manual energy. π
β¨ SYNOPSIS β¨
π Functions/Subroutines π
subroutine zgesvx (fact, trans, n, nrhs, a, lda, af, ldaf, ipiv, equed,
r, c, b, ldb, x, ldx, rcond, ferr, berr, work, rwork, info)
ZGESVX computes the solution to system of linear equations A * X =
B for GE matrices
π Function/Subroutine Documentation π
π subroutine zgesvx π
subroutine zgesvx (character fact, character trans, integer n, integer nrhs,
complex*16, dimension( lda, * ) a, integer lda, complex*16, dimension(
ldaf, * ) af, integer ldaf, 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)
Okay so ZGESVX computes the solution to system of linear equations A * X = B for GE matrices. Slay. π
πΈ Purpose πΈ
Bestie, ZGESVX uses the LU factorization to compute the solution to a complex system of linear equations
A * X = B,
where A is an N-by-N matrix and X and B are N-by-NRHS matrices.
Error bounds on the solution and a condition estimate are also provided. π«Ά
π¦ Description π¦
The following steps are performed β yes, the whole glow-up routine:
- 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'). π«Ά
- 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. Slay.
- If some
U(i,i)=0, so thatUis exactly singular, then the routine returns withINFO = 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. π - 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(C)(ifTRANS = 'N') ordiag(R)(ifTRANS = 'T'or'C') so that it solves the original system before equilibration. π
π 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. Values:'F': On entry,AFandIPIVcontain the factored form ofA. IfEQUEDis not'N', the matrixAhas been equilibrated with scaling factors given byRandC.A,AF, andIPIVare not modified.'N': The matrixAwill be copied toAFand factored.'E': The matrixAwill be equilibrated if necessary, then copied toAFand factored.
TRANSβTRANSisCHARACTER*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)
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, theN-by-NmatrixA. IfFACT = 'F'andEQUEDis not'N', thenAmust have been equilibrated by the scaling factors inRand/orC.Ais not modified ifFACT = 'F'or'N', or ifFACT = 'E'andEQUED = 'N'on exit. On exit, ifEQUED .ne. 'N',Ais scaled as follows:EQUED = 'R':A := diag(R) * AEQUED = 'C':A := A * diag(C)EQUED = 'B':A := diag(R) * A * diag(C)
LDAβLDAisINTEGER. The leading dimension of the arrayA.LDA >= max(1,N).AFβAFisCOMPLEX*16array, dimension(LDAF,N).- If
FACT = 'F', thenAFis an input argument and on entry contains the factorsLandUfrom the factorizationA = P*L*Uas computed byZGETRF. IfEQUED .ne. 'N', thenAFis the factored form of the equilibrated matrixA. - If
FACT = 'N', thenAFis an output argument and on exit returns the factorsLandUfrom the factorizationA = P*L*Uof the original matrixA. - If
FACT = 'E', thenAFis an output argument and on exit returns the factorsLandUfrom the factorizationA = P*L*Uof the equilibrated matrixA(see the description ofAfor the form of the equilibrated matrix).
- If
LDAFβLDAFisINTEGER. The leading dimension of the arrayAF.LDAF >= max(1,N).IPIVβIPIVisINTEGERarray, dimension(N).- If
FACT = 'F', thenIPIVis an input argument and on entry contains the pivot indices from the factorizationA = P*L*Uas computed byZGETRF; 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 = P*L*Uof the original matrixA. - If
FACT = 'E', thenIPIVis an output argument and on exit contains the pivot indices from the factorizationA = P*L*Uof the equilibrated matrixA.
- If
EQUEDβEQUEDisCHARACTER*1. Specifies the form of equilibration that was done.EQUEDis an input argument ifFACT = 'F'; otherwise, it is an output argument. Values:'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).
RβRisDOUBLE 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.CβCisDOUBLE 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.BβBisCOMPLEX*16array, dimension(LDB,NRHS). On entry, theN-by-NRHSright 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
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 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'.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.
π FERR π
π«Ά FERR
FERR is a DOUBLE PRECISION array, dimension (NRHS).
Okay so bestie, this is the estimated forward error bound for each solution vector X(j) β that's the j-th column of the solution matrix X, iykyk. And if XTRUE is the true solution that goes with X(j), then 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). π
The tea: this estimate is as reliable as the estimate for RCOND, and honestly it's almost always a slight overestimate of the true error. Overthinking it? Same.
π BERR
BERR is a DOUBLE PRECISION array, dimension (NRHS).
This one's the componentwise relative backward error of each solution vector X(j) β like, the smallest relative change in any element of A or B that makes X(j) an exact solution. It's giving "how much would reality have to shift for this to be perfect" energy. β¨
π¦ WORK
WORK is a COMPLEX*16 array, dimension (2*N).
That's it. That's the whole vibe. It's just workspace, an icon doing background labor with zero credit. π«Ά
πΈ RWORK
RWORK is a DOUBLE PRECISION array, dimension (MAX(1,2*N)).
On exit, RWORK(1) contains the reciprocal pivot growth factor norm(A)/norm(U). The norm is used. (no cap, the source text literally has a blank spot right there where the norm symbol used to be β it did not survive the trip π)
If RWORK(1) is much less than 1, then the stability of the LU factorization of the (equilibrated) matrix A could be poor. Bestie, listen β this also means that the solution X, condition estimator RCOND, and forward error bound FERR could be unreliable. π© Not a slay.
If factorization fails with 0<INFO<=N, then RWORK(1) contains the reciprocal pivot growth factor for the leading INFO columns of A. Noted and filed away. π
π
INFO is INTEGER, and it's the main character telling you how everything went:
= 0: successful exit. ate. π< 0: ifINFO = -i, the i-th argument had an illegal value. π> 0: ifINFO = i, and i isβ¦<= 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. π= 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. Plot twist, honestly. π₯
π Author
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
β Definition at line 347 of file zgesvx.f.
π Author
Generated automatically by Doxygen for LAPACK from the source code. (Yes, there are two Author sections. They said what they said. π)
Alright bestie, that's the whole page β SRC/zgesvx.f(3), straight from LAPACK Version 3.12.0, written by the Univ. of Tennessee / Univ. of California Berkeley / Univ. of Colorado Denver / NAG Ltd. crowd and auto-generated by Doxygen from the actual source code. Go forth and solve responsibly πβ¨π
π¦ where this page comes from
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