SRC/zposvxx.f(3)

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🌸 NAME 🌸

SRC/zposvxx.f — bestie, this is the zposvxx.f(3) page from the Library Functions Manual, and it’s literally the ZPOSVXX routine. Buckle up. 💅

✨ SYNOPSIS ✨

🧚 Functions/Subroutines 🧚

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 💖

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

🦋 Function/Subroutine Documentation 🦋

💜 subroutine zposvxx 💜

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 🌸

Okay so 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 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 ZPOSVXX 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 ZPOSVXX would itself produce. 🫶

🧚 Description 🧚

The following steps are performed:

If FACT = 'E', double precision 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 matrix A (after equilibration if FACT = '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 principal minor of order i is not positive, then the routine returns with INFO = 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. 😭
The system of equations is solved for X using the factored form of A.
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. 🔥
If equilibration was used, the matrix X is premultiplied by diag(S) so that it solves the original system before equilibration.

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. 👑

🎀 Parameters 🎀

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, AF contains the factored form of A. If EQUED is not 'N', the matrix A has been equilibrated with scaling factors given by S. A and AF are not modified.
- = 'N': The matrix A will be copied to AF and factored.
- = 'E': The matrix A will be equilibrated if necessary, then copied to AF and factored.
UPLO — UPLO is CHARACTER*1.
- = 'U': Upper triangle of A is stored;
- = 'L': Lower triangle of A is 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', then 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', then AF is an input argument and on entry contains the triangular factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T, in the same storage format as A. If EQUED .ne. 'N', then AF is the factored form of the equilibrated matrix diag(S)*A*diag(S). If FACT = 'N', then AF is an output argument and on exit returns the triangular factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T of the original matrix A. If FACT = 'E', then AF is an output argument and on exit returns the triangular factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T of the equilibrated matrix A (see the description of A for 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 if FACT = 'N').
- = 'Y': Both row and column equilibration, i.e., A has been replaced by diag(S) * A * diag(S). EQUED is an input argument if FACT = 'F'; otherwise, it is 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. ⚠️
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', B is not modified; if EQUED = 'Y', B is overwritten by diag(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. Note that 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 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. 💀
RPVGRW
RPVGRW — like, DOUBLE PRECISION, and it's the reciprocal pivot growth 💅. On exit it holds the reciprocal pivot growth factor norm(A)/norm(U). The norm is used. If this comes back much less than 1, then the stability of the LU factorization of the (equilibrated) matrix A could be poor — and honestly the whole vibe gets shaky, because it also means the solution X, the estimated condition numbers, and the error bounds could all be unreliable 😭. If the factorization fails with 0<INFO<=N, then this bad boy holds the reciprocal pivot growth factor for the leading INFO columns of A. Periodt.
BERR — DOUBLE PRECISION array, dimension (NRHS). The 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. Iconic little measurement 🎀.
N_ERR_BNDS — INTEGER. The number of error bounds to return for each right hand side and each type (normwise or componentwise). The cuties in question are ERR_BNDS_NORM and ERR_BNDS_COMP, defined right below ⬇️.
ERR_BNDS_NORM — DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS). For each right-hand side, this array is literally stuffed with info about various error bounds and condition numbers corresponding to the normwise relative error, which is defined as:

        max_j (abs(XTRUE(j,i) - X(j,i)))
       ------------------------------
             max_j abs(X(j,i))

So that's the normwise relative error in the *i*th solution vector. The array is indexed by the type of error information as described below — there are currently up to three pieces of information returned.

The first index in ERR_BNDS_NORM(i,:) corresponds to the *i*th right-hand side. No cap.

The second index in ERR_BNDS_NORM(:,err) contains these three fields:

err = 1 — a boolean. Trust the answer if the reciprocal condition number is less than the threshold sqrt(n) * dlamch('Epsilon').
err = 2 — 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 threshold sqrt(n) * dlamch('Epsilon'). This error bound should only be trusted if the previous boolean is true, bestie, only then 🙈.
err = 3 — reciprocal condition number: estimated normwise reciprocal condition number. Compared with the threshold sqrt(n) * dlamch('Epsilon') to determine if the error estimate is . These reciprocal condition numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some appropriately scaled matrix Z. Let Z = S*A, where S scales each row by a power of the radix so all absolute row sums of Z are approximately 1.

See Lapack Working Note 165 for further details and extra cautions 👑.

ERR_BNDS_COMP — DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS). Same deal, but for the componentwise relative error. For each right-hand side this array holds info about various error bounds and condition numbers corresponding to it, defined as:

               abs(XTRUE(j,i) - X(j,i))
        max_j ----------------------
                    abs(X(j,i))

That's the componentwise relative error in the *i*th solution vector ✨. The array is indexed by the right-hand side i (the componentwise relative error depends on it, so yeah) 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 at all 🚫. And 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 *i*th right-hand side.

The second index in ERR_BNDS_COMP(:,err) contains these three fields:

err = 1 — a boolean. Trust the answer if the reciprocal condition number is less than the threshold sqrt(n) * dlamch('Epsilon').
err = 2 — 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 threshold sqrt(n) * dlamch('Epsilon'). This error bound should only be trusted if the previous boolean is true.
err = 3 — reciprocal condition number: estimated componentwise reciprocal condition number. Compared with the threshold sqrt(n) * dlamch('Epsilon') to determine if the error estimate is . These reciprocal condition numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some appropriately scaled matrix Z. Let Z = S*(A*diag(x)), where x is the solution for the current right-hand side and S scales each row of A*diag(x) by a power of the radix so all absolute row sums of Z are approximately 1.

See Lapack Working Note 165 for further details and extra cautions 💖.

NPARAMS — INTEGER. Specifies the number of parameters set in PARAMS. If <= 0, the PARAMS array is never referenced and default values are used. Leaving it alone is valid, bestie 🫶.
PARAMS — 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. Very "fill in the blanks" of it all 📝.
- PARAMS(LA_LINRX_ITREF_I = 1) — 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 👀)
- PARAMS(LA_LINRX_ITHRESH_I = 2) — maximum number of residual computations allowed for refinement.
  - Default: 10
  - 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 💀.
- PARAMS(LA_LINRX_CWISE_I = 3) — flag determining if the code will attempt to find a solution with small componentwise relative error in the double-precision algorithm. Positive is true, 0.0 is false.
  - Default: 1.0 (attempt componentwise convergence)
WORK — COMPLEX*16 array, dimension (2*N). That's it, that's the whole description 🦋.
RWORK — DOUBLE PRECISION array, dimension (2*N). Same energy ⭐.
INFO — INTEGER, and this one's the whole plot:
- = 0: successful exit. The solution to every right-hand side is guaranteed 👑.
- < 0: if INFO = -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 factor U is exactly singular, so the solution and error bounds could not be computed. RCOND = 0 is returned 😭.
- = N+J: the solution corresponding to the *J*th right-hand side is not guaranteed. The solutions corresponding to other right-hand sides K with K > J may 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 *J*th right-hand side is the first with a normwise error bound that is not guaranteed (the smallest J such that ERR_BNDS_NORM(J,1) = 0.0). By default (PARAMS(3) = 1.0) the *J*th right-hand side is the first with either a normwise or componentwise error bound that is not guaranteed (the smallest J such that either ERR_BNDS_NORM(J,1) = 0.0 or ERR_BNDS_COMP(J,1) = 0.0). See the definition of ERR_BNDS_NORM(:,1) and ERR_BNDS_COMP(:,1). To get information about all of the right-hand sides check ERR_BNDS_NORM or ERR_BNDS_COMP 🌈.

👑 Author

Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.

Definition at line 489 of file zposvxx.f.

🤖 Author

Generated automatically by Doxygen for LAPACK from the source code. Not a human, just vibes and a script 💅.

Ok that's the whole page bestie, go forth and call zposvxx responsibly 🧚💜. This was LAPACK, Version 3.12.0, SRC/zposvxx.f(3) — mwah, logged off, kiss kiss 🍓

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