ZLA_HERFSX_EXTENDED.F(3)
π ZLA_HERFSX_EXTENDED(3) π
From the Library Functions Manual β¨ β source file: SRC/zla_herfsx_extended.f.
π NAME π
SRC/zla_herfsx_extended.f
β¨ SYNOPSIS β¨
Functions/Subroutines
subroutine zla_herfsx_extended (prec_type, uplo, n, nrhs, a, lda, af, ldaf, ipiv, colequ, c, b, ldb, y, ldy, berr_out, n_norms, err_bnds_norm, err_bnds_comp, res, ayb, dy, y_tail, rcond, ithresh, rthresh, dz_ub, ignore_cwise, info)
okay so ZLA_HERFSX_EXTENDED improves the computed solution to a system of linear equations for Hermitian indefinite matrices by doing extra-precise iterative refinement, and it provides error bounds plus backward error estimates for the solution.
πΈ Function/Subroutine Documentation πΈ
subroutine zla_herfsx_extended (integer prec_type, character uplo, integer
n, integer nrhs, complex*16, dimension( lda, * ) a, integer lda,
complex*16, dimension( ldaf, * ) af, integer ldaf, integer, dimension( *
) ipiv, logical colequ, double precision, dimension( * ) c, complex*16,
dimension( ldb, * ) b, integer ldb, complex*16, dimension( ldy, * ) y,
integer ldy, double precision, dimension( * ) berr_out, integer n_norms,
double precision, dimension( nrhs, * ) err_bnds_norm, double precision,
dimension( nrhs, * ) err_bnds_comp, complex*16, dimension( * ) res,
double precision, dimension( * ) ayb, complex*16, dimension( * ) dy,
complex*16, dimension( * ) y_tail, double precision rcond, integer
ithresh, double precision rthresh, double precision dz_ub, logical
ignore_cwise, integer info)
ZLA_HERFSX_EXTENDED improves the computed solution to a system of linear equations for Hermitian indefinite matrices by performing extra-precise iterative refinement and provides error bounds and backward error estimates for the solution.
β¨ Purpose β¨
bestie, here's the mission: ZLA_HERFSX_EXTENDED improves the computed solution to a system of linear equations by performing extra-precise iterative refinement and provides error bounds and backward error estimates for the solution.
ZHERFSX calls this subroutine to perform iterative refinement. In addition to the normwise error bound, the code provides the maximum componentwise error bound if possible. See the comments for ERR_BNDS_NORM and ERR_BNDS_COMP for details of the error bounds. Note that this subroutine is only responsible for setting the second fields of ERR_BNDS_NORM and ERR_BNDS_COMP.
π Parameters π
PREC_TYPEβINTEGER. Specifies the intermediate precision to be used in refinement. The value is defined byILAPREC(P)wherePis aCHARACTERandP='S': Single ='D': Double ='I': Indigenous ='X'or'E': ExtraUPLOβCHARACTER*1='U': Upper triangle ofAis stored; ='L': Lower triangle ofAis stored.NβINTEGER. The number of linear equations, i.e., the order of the matrixA.N >= 0.NRHSβINTEGER. The number of right-hand-sides, i.e., the number of columns of the matrixB.AβCOMPLEX*16 array, dimension (LDA,N). On entry, theN-by-NmatrixA.LDAβINTEGER. The leading dimension of the arrayA.LDA >= max(1,N).AFβCOMPLEX*16 array, dimension (LDAF,N). The block diagonal matrixDand the multipliers used to obtain the factorUorLas computed byZHETRF.LDAFβINTEGER. The leading dimension of the arrayAF.LDAF >= max(1,N).IPIVβINTEGER array, dimension (N). Details of the interchanges and the block structure ofDas determined byZHETRF.COLEQUβLOGICAL. If.TRUE.then column equilibration was done toAbefore calling this routine. This is needed to compute the solution and error bounds correctly.CβDOUBLE PRECISION array, dimension (N). The column scale factors forA. IfCOLEQU = .FALSE.,Cis not accessed. IfCis input, each element ofCshould 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.BβCOMPLEX*16 array, dimension (LDB,NRHS). The right-hand-side matrixB.LDBβINTEGER. The leading dimension of the arrayB.LDB >= max(1,N).YβCOMPLEX*16 array, dimension (LDY,NRHS). On entry, the solution matrixX, as computed byZHETRS. On exit, the improved solution matrixY.LDYβINTEGER. The leading dimension of the arrayY.LDY >= max(1,N).BERR_OUTβDOUBLE PRECISION array, dimension (NRHS). On exit,BERR_OUT(j)contains the componentwise relative backward error for right-hand-sidejfrom the formula
max(i) ( abs(RES(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) )
where abs(Z) is the componentwise absolute value of the matrix or vector Z. This is computed by ZLA_LIN_BERR.
N_NORMSβINTEGER. Determines which error bounds to return (seeERR_BNDS_NORMandERR_BNDS_COMP). IfN_NORMS >= 1return normwise error bounds. IfN_NORMS >= 2return componentwise error bounds.ERR_BNDS_NORMβDOUBLE 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 = 1boolean. Trust the answer if the reciprocal condition number is less than the thresholdsqrt(n) * slamch('Epsilon').err = 2error 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) * slamch('Epsilon'). This error bound should only be trusted if the previous boolean is true.err = 3Reciprocal condition number: Estimated normwise reciprocal condition number. Compared with the thresholdsqrt(n) * slamch('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 approximately 1.
This subroutine is only responsible for setting the second field above. See Lapack Working Note 165 for further details and extra cautions.
π¦ ERR_BNDS_COMP 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 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 the following three fields:
err = 1β boolean. Trust the answer if the reciprocal condition number is less than the thresholdsqrt(n) * slamch('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) * slamch('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) * slamch('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.
This subroutine is only responsible for setting the second field above. π
See Lapack Working Note 165 for further details and extra cautions. π¦
RES β¨
RES is a COMPLEX*16 array, dimension (N). Workspace to hold the intermediate residual. π«Ά
AYB πΈ
AYB is a DOUBLE PRECISION array, dimension (N). Workspace. Lowkey just vibing there. π
DY π
DY is a COMPLEX*16 array, dimension (N). Workspace to hold the intermediate solution. Iconic. β¨
Y_TAIL π
Y_TAIL is a COMPLEX*16 array, dimension (N). Workspace to hold the trailing bits of the intermediate solution. The little details matter, bestie. π
RCOND π¦
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. π
ITHRESH π₯
ITHRESH is INTEGER. The maximum number of residual computations allowed for refinement. The default is 10. For 'aggressive' set to 100 to permit convergence using approximate factorizations or factorizations other than LU. If the factorization uses a technique other than Gaussian elimination, the guarantees in ERR_BNDS_NORM and ERR_BNDS_COMP may no longer be trustworthy. π
RTHRESH β
RTHRESH is DOUBLE PRECISION. Determines when to stop refinement if the error estimate stops decreasing. Refinement will stop when the next solution no longer satisfies norm(dx_{i+1}) < RTHRESH * norm(dx_i) where norm(Z) is the infinity norm of Z. RTHRESH satisfies 0 < RTHRESH <= 1. The default value is 0.5. For 'aggressive' set to 0.9 to permit convergence on extremely ill-conditioned matrices. See LAWN 165 for more details. π
DZ_UB π
DZ_UB is DOUBLE PRECISION. Determines when to start considering componentwise convergence. Componentwise convergence is only considered after each component of the solution Y is stable, which we define as the relative change in each component being less than DZ_UB. The default value is 0.25, requiring the first bit to be stable. See LAWN 165 for more details. π§
IGNORE_CWISE π
IGNORE_CWISE is LOGICAL. If .TRUE. then ignore componentwise convergence. Default value is .FALSE.. No cap. π
INFO π
INFO is INTEGER:
= 0: Successful exit. Slay. β< 0: ifINFO = -i, theith argument toZLA_HERFSX_EXTENDEDhad an illegal value. π¨
Author π«Ά
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
Definition at line 388 of file zla_herfsx_extended.f. π
Author (Doxygen's encore) π
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