Man page - la_gerfsx_extended(3)
Packages contains this manual
- hptrd(3)
- potri(3)
- xerbla_array(3)
- ggsvd_driver_grp(3)
- hfrk(3)
- getsqr_comp_grp(3)
- laed6(3)
- gtrfs(3)
- lasdq(3)
- gglse(3)
- la_xisnan_la_isnan(3)
- unmr2(3)
- hetrs_aa(3)
- tpttr(3)
- gerz_comp_grp(3)
- potrf(3)
- hegv_driver(3)
- laqps(3)
- ggqr_comp_grp(3)
- ilalc(3)
- ung2r(3)
- heevd(3)
- pstf2(3)
- lacn2(3)
- ptrfs(3)
- ungrq(3)
- gelqf(3)
- ppsv_comp(3)
- blas2_full(3)
- gemlqt(3)
- unml2(3)
- tplqt(3)
- tpcon(3)
- getf2(3)
- ggbak(3)
- bdsvd_driver(3)
- lamch(3)
- gelq(3)
- gebal(3)
- laqr1(3)
- ptsvx(3)
- lahr2(3)
- larscl2(3)
- geqrt(3)
- larfb(3)
- gtsv_comp(3)
- gesvd_aux(3)
- hbevx_2stage(3)
- hbgvx(3)
- tprfs(3)
- params_grp(3)
- lahef(3)
- laqr_group(3)
- unmqr(3)
- tgsy2(3)
- tfsv_comp(3)
- ggls_driver_grp(3)
- geev(3)
- latrd(3)
- unbdb4(3)
- bbcsd(3)
- lange(3)
- gelq_comp3(3)
- gttrs(3)
- lasy2(3)
- hetf2_rook(3)
- gtsv(3)
- lalsd(3)
- lanhb(3)
- laqhb(3)
- hgeqz(3)
- gesvj(3)
- gsvj0(3)
- ungtsqr_row(3)
- gelq_comp1(3)
- gemmtr(3)
- pbequ(3)
- heev_driver(3)
- unhr_col(3)
- syconvf_rook(3)
- getc2(3)
- syconv(3)
- norm_grp(3)
- larrc(3)
- laqr4(3)
- posv_comp(3)
- geev_driver_grp(3)
- heev_comp(3)
- pfsv(3)
- trevc3(3)
- gesv_driver_grp(3)
- reflector_aux_grp(3)
- langt(3)
- lacrt(3)
- latdf(3)
- hetrs_aa_2stage(3)
- lamc1(3)
- hpev_driver(3)
- hegvd(3)
- pptri(3)
- geqrt3(3)
- gelqt3(3)
- lasd5(3)
- laeda(3)
- geqr(3)
- lamtsqr(3)
- heev(3)
- hpev_comp(3)
- larfg(3)
- blas2_grp(3)
- hesv_rook(3)
- laexc(3)
- hetrd(3)
- geesx(3)
- ppsvx(3)
- blas_top(3)
- gtts2(3)
- la_herpvgrw(3)
- hpevx(3)
- ggevx(3)
- lahqr(3)
- gelq_comp_grp(3)
- hesv_comp_v3(3)
- tplqt2(3)
- hpev(3)
- hbtrd(3)
- getrs(3)
- hecon_3(3)
- lasrt(3)
- lanhe(3)
- gesv_comp(3)
- gbequ(3)
- hetrf_rk(3)
- laqr3(3)
- heev_comp_grp(3)
- ungtsqr(3)
- ppcon(3)
- ggrq_comp_grp(3)
- larmm(3)
- ieeeck(3)
- geqrf(3)
- solve_aux_grp(3)
- herfs(3)
- posvx(3)
- posvxx(3)
- gges3(3)
- hbgvd(3)
- lantb(3)
- lasd_comp_grp(3)
- hpgvx(3)
- lapy2(3)
- lauu2(3)
- copy(3)
- getsqrhrt(3)
- stev_comp_grp(3)
- laev2(3)
- larfb_gett(3)
- trti2(3)
- laqz4(3)
- hegv_driver_grp(3)
- la_porfsx_extended(3)
- laruv(3)
- ggsvd_comp_grp(3)
- dot(3)
- gehd2(3)
- lanhf(3)
- hetri_rook(3)
- pfsv_comp(3)
- gbtrf(3)
- hpgst(3)
- getri(3)
- trevc(3)
- unmrz(3)
- hsein(3)
- lsamen(3)
- lasd6(3)
- trtri(3)
- ggglm(3)
- las2(3)
- latrs(3)
- lapll(3)
- gemlq(3)
- geqpf_comp_grp(3)
- stemr(3)
- rotm(3)
- disna(3)
- ggrqf(3)
- pptrf(3)
- lasd0(3)
- lals0(3)
- laqz2(3)
- hbev_driver2(3)
- geswlq_comp_grp(3)
- laqr0(3)
- trttp(3)
- stedc(3)
- lasq4(3)
- geev_comp_grp(3)
- ungbr(3)
- lanv2(3)
- hpsv(3)
- pprfs(3)
- gehrd(3)
- ppsv(3)
- lagtm(3)
- hpgv(3)
- trsv_comp(3)
- larfx(3)
- gesv_driver(3)
- gerfsx(3)
- la_geamv(3)
- laed9(3)
- tpqrt2(3)
- uncsd(3)
- gecs_comp_grp(3)
- bdsqr(3)
- hegv_comp_grp(3)
- labad(3)
- geqp3(3)
- gesvdq(3)
- tfttp(3)
- laln2(3)
- uncsd2by1(3)
- blas2_like_grp(3)
- latbs(3)
- hbgst(3)
- larrv(3)
- ilaenv2stage(3)
- bdsvdx(3)
- hegs2(3)
- lasq_comp_grp(3)
- hpr2(3)
- laqhe(3)
- larra(3)
- gemqrt(3)
- hbmv(3)
- hpsv_driver(3)
- lacp2(3)
- lapmt(3)
- gecon(3)
- unbdb5(3)
- la_gerpvgrw(3)
- tgex2(3)
- laqhp(3)
- tftri(3)
- getrf2(3)
- porfs(3)
- lartg(3)
- lagts(3)
- ggev_comp_grp(3)
- lasd3(3)
- geqr_comp2(3)
- laqz_group(3)
- pftri(3)
- hetri2x(3)
- lahef_aa(3)
- svd_driver_grp(3)
- gbsv_driver(3)
- hesv_comp_aasen2(3)
- laqtr(3)
- lag2(3)
- la_porcond(3)
- hbev(3)
- pbtrf(3)
- lascl(3)
- larr_comp_grp(3)
- hecon(3)
- pttrs(3)
- lasd8(3)
- lsame(3)
- unm2l(3)
- potrs(3)
- tptrs(3)
- lartv(3)
- trtrs(3)
- gsvj1(3)
- sum1(3)
- larrj(3)
- gbmv(3)
- posv(3)
- gghd3(3)
- geev_top(3)
- geqr_comp_grp(3)
- laset(3)
- hesvxx(3)
- posv_comp_grp(3)
- lahef_rk(3)
- lasd1(3)
- tprfb(3)
- potf2(3)
- laein(3)
- lamc4(3)
- stevd(3)
- gtsv_driver(3)
- gesvd_comp_grp(3)
- la_constants(3)
- gesvx(3)
- hseqr(3)
- launhr_col_getrfnp2(3)
- trcon(3)
- larre(3)
- gelsy(3)
- ptsv(3)
- lacon(3)
- laed_comp_grp(3)
- hpsvx(3)
- gemm(3)
- poequ(3)
- laesy(3)
- lagtf(3)
- trrfs(3)
- ggev3(3)
- pbstf(3)
- poequb(3)
- heevr(3)
- lanhp(3)
- unbdb3(3)
- tgsyl(3)
- lamc5(3)
- geqr2p(3)
- ungqr(3)
- laqz3(3)
- imax1(3)
- gels_top(3)
- hesv(3)
- gelqt(3)
- pfsv_driver(3)
- stegr(3)
- gerqf(3)
- laisnan(3)
- ilatrans(3)
- gbsv_comp(3)
- pbrfs(3)
- lascl2(3)
- larz(3)
- la_hercond(3)
- tgexc(3)
- ggesx(3)
- unbdb6(3)
- ungl2(3)
- laed_comp2(3)
- rscl(3)
- hegv(3)
- gelst(3)
- gbtrs(3)
- pftrf(3)
- langb(3)
- lantr(3)
- laqgb(3)
- ggsvp3(3)
- bdsdc(3)
- ladiv(3)
- laqge(3)
- iparmq(3)
- ggbal(3)
- hb2st_kernels(3)
- lartgs(3)
- lartgp(3)
- rot(3)
- ppequ(3)
- laed3(3)
- her(3)
- hptri(3)
- stevx(3)
- upgtr(3)
- lar2v(3)
- hbev_2stage(3)
- gejsv(3)
- ppsv_driver(3)
- unm22(3)
- gesvxx(3)
- laqz0(3)
- unmtr(3)
- laed5(3)
- tptri(3)
- laed0(3)
- heev_driver2(3)
- hpcon(3)
- lasd4(3)
- hetrf_aa(3)
- geqr_comp3(3)
- rot_aux_grp(3)
- aux_grp(3)
- laebz(3)
- trsyl3(3)
- gges(3)
- gesdd(3)
- trexc(3)
- ung2l(3)
- gesv(3)
- laed4(3)
- md__r_e_a_d_m_e(3)
- blas3_like_grp(3)
- laed1(3)
- larcm(3)
- hbevx(3)
- hesv_driver_grp(3)
- hetrs(3)
- hbevd_2stage(3)
- blas1_grp(3)
- laic1(3)
- geql_comp_grp(3)
- heev_2stage(3)
- hpmv(3)
- pbtf2(3)
- hetrf_aa_2stage(3)
- hbgv(3)
- pptrs(3)
- lapmr(3)
- tpqr_comp_grp(3)
- larfy(3)
- gedmd(3)
- lasr(3)
- hetrd_2stage(3)
- gerfs(3)
- ungtr(3)
- porfsx(3)
- tpmv(3)
- lasd_comp2(3)
- unmbr(3)
- tbtrs(3)
- hetd2(3)
- trsv_comp_grp(3)
- lapy3(3)
- ptts2(3)
- unmhr(3)
- hbev_driver(3)
- lalsa(3)
- tbsv_comp(3)
- hesv_comp_v1(3)
- geql2(3)
- sterf(3)
- larrd(3)
- larft(3)
- lagv2(3)
- gttrf(3)
- tpqrt(3)
- la_lin_berr(3)
- rotg(3)
- solve_top(3)
- lacgv(3)
- larrf(3)
- tbmv(3)
- trsyl(3)
- geequ(3)
- upmtr(3)
- hpgv_driver(3)
- tbsv(3)
- hesvx(3)
- latrz(3)
- tfttr(3)
- gesv_comp_grp(3)
- xerbla_grp(3)
- tpsv(3)
- blas3_grp(3)
- gesvd_driver(3)
- geqr_comp1(3)
- ggev_driver_grp(3)
- la_gbamv(3)
- tpmlqt(3)
- trttf(3)
- larzb(3)
- unmr3(3)
- hecon_rook(3)
- stebz(3)
- lantp(3)
- laqz1(3)
- hesv_rk(3)
- tbcon(3)
- xerbla(3)
- posv_mixed(3)
- latps(3)
- hesv_aa_driver(3)
- gemqr(3)
- larrr(3)
- gebrd(3)
- tgsna(3)
- la_gercond(3)
- gbsv(3)
- hesv_comp_grp(3)
- gesv_mixed(3)
- gghrd(3)
- gbrfs(3)
- tpmqrt(3)
- lasq3(3)
- tpsv_comp(3)
- largv(3)
- gelsd(3)
- pftrs(3)
- asum(3)
- launhr_col_getrfnp(3)
- hptrf(3)
- lacpy(3)
- gesc2(3)
- lasda(3)
- second(3)
- hprfs(3)
- hpsv_comp(3)
- lamrg(3)
- pbsv_comp(3)
- hegv_2stage(3)
- gerq2(3)
- lasdt(3)
- abs1(3)
- hbevd(3)
- hbev_comp(3)
- trsv(3)
- la_porpvgrw(3)
- la_gbrpvgrw(3)
- hbgv_driver(3)
- tgsja(3)
- gebd2(3)
- geqr2(3)
- unm2r(3)
- unmql(3)
- la_gbrfsx_extended(3)
- gelq_comp2(3)
- iparam2stage(3)
- ger(3)
- larf(3)
- ilaprec(3)
- labrd(3)
- unbdb1(3)
- unmlq(3)
- geequb(3)
- la_herfsx_extended(3)
- unbdb2(3)
- lapack_top(3)
- ptsv_driver(3)
- hetrs2(3)
- geqr_comp4(3)
- pbsv(3)
- posv_driver(3)
- steqr(3)
- gels(3)
- lar1v(3)
- hemv(3)
- la_transtype(3)
- hesv_aa(3)
- lacrm(3)
- stevr(3)
- hetf2_rk(3)
- blas2_banded(3)
- stein(3)
- unmrq(3)
- larrk(3)
- hetri2(3)
- hesv_aa_2stage(3)
- pttrf(3)
- gelss(3)
- pbsv_driver(3)
- lasq5(3)
- heevx_2stage(3)
- hetri(3)
- lasd2(3)
- laed2(3)
- pbcon(3)
- ptcon(3)
- laed7(3)
- gels_aux_grp(3)
- hpgvd(3)
- hetf2(3)
- tzrzf(3)
- hpr(3)
- unitary_top(3)
- latsqr(3)
- ungql(3)
- her2(3)
- hetri_3x(3)
- hetrd_hb2st(3)
- tgsen(3)
- ggsvd3(3)
- lasq6(3)
- set_grp(3)
- larfgp(3)
- gels_driver_grp(3)
- pbtrs(3)
- lamswlq(3)
- lanht(3)
- gbsvxx(3)
- tgevc(3)
- ilaenv(3)
- swap(3)
- lae2(3)
- iladiag(3)
- lasq2(3)
- la_heamv(3)
- blas_like_top(3)
- la_gerfsx_extended(3)
- hegst(3)
- tfsm(3)
- gesvd(3)
- ungr2(3)
- ggev(3)
- aux_top(3)
- blas2_packed(3)
- geqlf(3)
- hetrs_rook(3)
- gelq2(3)
- geqrfp(3)
- gbequb(3)
- stev(3)
- lauum(3)
- potrf2(3)
- lamc3(3)
- gbrfsx(3)
- gerq_comp_grp(3)
- pocon(3)
- tbrfs(3)
- heswapr(3)
- lamc2(3)
- hpevd(3)
- hesv_comp_aasen(3)
- scalar_grp(3)
- gemv(3)
- lasv2(3)
- lanhs(3)
- svd_top(3)
- gbsvx(3)
- gesvdx(3)
- tplq_comp_grp(3)
- hesv_driver(3)
- hesv_comp_v2(3)
- trsen(3)
- syconvf(3)
- lasd7(3)
- gbcon(3)
- unbdb(3)
- heev_driver_grp(3)
- ggqrf(3)
- heevx(3)
- gtsvx(3)
- lahef_rook(3)
- hetrf_rook(3)
- hetrf(3)
- trsna(3)
- gebak(3)
- larnv(3)
- ptsv_comp(3)
- laswlq(3)
- lags2(3)
- laed8(3)
- laswp(3)
- hptrs(3)
- unglq(3)
- la_wwaddw(3)
- getrf(3)
- gees(3)
- gbtf2(3)
- hegvx(3)
- latrs3(3)
- roundup_lwork(3)
- unghr(3)
- iamax(3)
- larzt(3)
- pteqr(3)
- ilaver(3)
- trmv(3)
- la_gbrcond(3)
- blas0_like_grp(3)
- nrm2(3)
- heev_top(3)
- gtcon(3)
- heevr_2stage(3)
- pstrf(3)
- rot_comp(3)
- laqr5(3)
- heevd_2stage(3)
- getsls(3)
- hetrd_he2hb(3)
- heequb(3)
- laqp2(3)
- axpy(3)
- blast_aux(3)
- rotmg(3)
- pbsvx(3)
- ilauplo(3)
- herfsx(3)
- laqr2(3)
- blas1_like_grp(3)
- lassq(3)
- larrb(3)
- stev_driver(3)
- geevx(3)
- tpttf(3)
- scal(3)
- laneg(3)
- posv_driver_grp(3)
- lasq1(3)
- hetrs_3(3)
- geqrt2(3)
- gbbrd(3)
- ilalr(3)
- hetri_3(3)
apt-get install liblapack-doc
Manual
la_gerfsx_extended
NAMESYNOPSIS
Functions
Detailed Description
Function Documentation
subroutine cla_gerfsx_extended (integer prec_type, integer trans_type,integer n, integer nrhs, complex, dimension( lda, * ) a, integer lda,complex, dimension( ldaf, * ) af, integer ldaf, integer, dimension( * )ipiv, logical colequ, real, dimension( * ) c, complex, dimension( ldb,* ) b, integer ldb, complex, dimension( ldy, * ) y, integer ldy, real,dimension( * ) berr_out, integer n_norms, real, dimension( nrhs, * )errs_n, real, dimension( nrhs, * ) errs_c, complex, dimension( * ) res,real, dimension( * ) ayb, complex, dimension( * ) dy, complex,dimension( * ) y_tail, real rcond, integer ithresh, real rthresh, realdz_ub, logical ignore_cwise, integer info)
subroutine dla_gerfsx_extended (integer prec_type, integer trans_type,integer n, integer nrhs, double precision, dimension( lda, * ) a,integer lda, double precision, dimension( ldaf, * ) af, integer ldaf,integer, dimension( * ) ipiv, logical colequ, double precision,dimension( * ) c, double precision, dimension( ldb, * ) b, integer ldb,double precision, dimension( ldy, * ) y, integer ldy, double precision,dimension( * ) berr_out, integer n_norms, double precision, dimension(nrhs, * ) errs_n, double precision, dimension( nrhs, * ) errs_c, doubleprecision, dimension( * ) res, double precision, dimension( * ) ayb,double precision, dimension( * ) dy, double precision, dimension( * )y_tail, double precision rcond, integer ithresh, double precisionrthresh, double precision dz_ub, logical ignore_cwise, integer info)
subroutine sla_gerfsx_extended (integer prec_type, integer trans_type,integer n, integer nrhs, real, dimension( lda, * ) a, integer lda,real, dimension( ldaf, * ) af, integer ldaf, integer, dimension( * )ipiv, logical colequ, real, dimension( * ) c, real, dimension( ldb, * )b, integer ldb, real, dimension( ldy, * ) y, integer ldy, real,dimension( * ) berr_out, integer n_norms, real, dimension( nrhs, * )errs_n, real, dimension( nrhs, * ) errs_c, real, dimension( * ) res,real, dimension( * ) ayb, real, dimension( * ) dy, real, dimension( * )y_tail, real rcond, integer ithresh, real rthresh, real dz_ub, logicalignore_cwise, integer info)
subroutine zla_gerfsx_extended (integer prec_type, integer trans_type,integer n, integer nrhs, complex*16, dimension( lda, * ) a, integerlda, 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, * )errs_n, double precision, dimension( nrhs, * ) errs_c, complex*16,dimension( * ) res, double precision, dimension( * ) ayb, complex*16,dimension( * ) dy, complex*16, dimension( * ) y_tail, double precisionrcond, integer ithresh, double precision rthresh, double precisiondz_ub, logical ignore_cwise, integer info)
Author
NAME
la_gerfsx_extended - la_gerfsx_extended: step in gerfsx
SYNOPSIS
Functions
subroutine
cla_gerfsx_extended
(prec_type, trans_type, n, nrhs,
a, lda, af, ldaf, ipiv, colequ, c, b, ldb, y, ldy, berr_out,
n_norms, errs_n, errs_c, res, ayb, dy, y_tail, rcond,
ithresh, rthresh, dz_ub, ignore_cwise, info)
CLA_GERFSX_EXTENDED
subroutine
dla_gerfsx_extended
(prec_type,
trans_type, n, nrhs, a, lda, af, ldaf, ipiv, colequ, c, b,
ldb, y, ldy, berr_out, n_norms, errs_n, errs_c, res, ayb,
dy, y_tail, rcond, ithresh, rthresh, dz_ub, ignore_cwise,
info)
DLA_GERFSX_EXTENDED
improves the computed solution to a
system of linear equations for general matrices by
performing extra-precise iterative refinement and provides
error bounds and backward error estimates for the solution.
subroutine
sla_gerfsx_extended
(prec_type,
trans_type, n, nrhs, a, lda, af, ldaf, ipiv, colequ, c, b,
ldb, y, ldy, berr_out, n_norms, errs_n, errs_c, res, ayb,
dy, y_tail, rcond, ithresh, rthresh, dz_ub, ignore_cwise,
info)
SLA_GERFSX_EXTENDED
improves the computed solution to a
system of linear equations for general matrices by
performing extra-precise iterative refinement and provides
error bounds and backward error estimates for the solution.
subroutine
zla_gerfsx_extended
(prec_type,
trans_type, n, nrhs, a, lda, af, ldaf, ipiv, colequ, c, b,
ldb, y, ldy, berr_out, n_norms, errs_n, errs_c, res, ayb,
dy, y_tail, rcond, ithresh, rthresh, dz_ub, ignore_cwise,
info)
ZLA_GERFSX_EXTENDED
Detailed Description
Function Documentation
subroutine cla_gerfsx_extended (integer prec_type, integer trans_type,integer n, integer nrhs, complex, dimension( lda, * ) a, integer lda,complex, dimension( ldaf, * ) af, integer ldaf, integer, dimension( * )ipiv, logical colequ, real, dimension( * ) c, complex, dimension( ldb,* ) b, integer ldb, complex, dimension( ldy, * ) y, integer ldy, real,dimension( * ) berr_out, integer n_norms, real, dimension( nrhs, * )errs_n, real, dimension( nrhs, * ) errs_c, complex, dimension( * ) res,real, dimension( * ) ayb, complex, dimension( * ) dy, complex,dimension( * ) y_tail, real rcond, integer ithresh, real rthresh, realdz_ub, logical ignore_cwise, integer info)
CLA_GERFSX_EXTENDED
Purpose:
CLA_GERFSX_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.
This subroutine is called by CGERFSX to perform iterative
refinement.
In addition to normwise error bound, the code provides
maximum
componentwise error bound if possible. See comments for
ERRS_N
and ERRS_C for details of the error bounds. Note that this
subroutine is only responsible for setting the second fields
of
ERRS_N and ERRS_C.
Parameters
PREC_TYPE
PREC_TYPE is
INTEGER
Specifies the intermediate precision to be used in
refinement.
The value is defined by ILAPREC(P) where P is a CHARACTER
and P
= āSā: Single
= āDā: Double
= āIā: Indigenous
= āXā or āEā: Extra
TRANS_TYPE
TRANS_TYPE is
INTEGER
Specifies the transposition operation on A.
The value is defined by ILATRANS(T) where T is a CHARACTER
and T
= āNā: No transpose
= āTā: Transpose
= āCā: Conjugate transpose
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
matrix B.
A
A is COMPLEX
array, dimension (LDA,N)
On entry, the N-by-N matrix A.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >=
max(1,N).
AF
AF is COMPLEX
array, dimension (LDAF,N)
The factors L and U from the factorization
A = P*L*U as computed by CGETRF.
LDAF
LDAF is INTEGER
The leading dimension of the array AF. LDAF >=
max(1,N).
IPIV
IPIV is INTEGER
array, dimension (N)
The pivot indices from the factorization A = P*L*U
as computed by CGETRF; row i of the matrix was interchanged
with row IPIV(i).
COLEQU
COLEQU is
LOGICAL
If .TRUE. then column equilibration was done to A before
calling
this routine. This is needed to compute the solution and
error
bounds correctly.
C
C is REAL
array, dimension (N)
The column scale factors for A. If COLEQU = .FALSE., C
is not accessed. 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.
B
B is COMPLEX
array, dimension (LDB,NRHS)
The right-hand-side matrix B.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >=
max(1,N).
Y
Y is COMPLEX
array, dimension (LDY,NRHS)
On entry, the solution matrix X, as computed by CGETRS.
On exit, the improved solution matrix Y.
LDY
LDY is INTEGER
The leading dimension of the array Y. LDY >=
max(1,N).
BERR_OUT
BERR_OUT is
REAL array, dimension (NRHS)
On exit, BERR_OUT(j) contains the componentwise relative
backward
error for right-hand-side j from 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 CLA_LIN_BERR.
N_NORMS
N_NORMS is
INTEGER
Determines which error bounds to return (see ERRS_N
and ERRS_C).
If N_NORMS >= 1 return normwise error bounds.
If N_NORMS >= 2 return componentwise error bounds.
ERRS_N
ERRS_N is REAL
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 ERRS_N(i,:) corresponds to the ith
right-hand side.
The second
index in ERRS_N(:,err) contains the following
three fields:
err = 1 āTrust/donāt trustā boolean. Trust
the answer if the
reciprocal condition number is less than the threshold
sqrt(n) * slamch(āEpsilonā).
err = 2
āGuaranteedā 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) * slamch(āEpsilonā). This error bound
should only
be trusted if the previous boolean is true.
err = 3
Reciprocal condition number: Estimated normwise
reciprocal condition number. Compared with the threshold
sqrt(n) * slamch(āEpsilonā) to determine if the
error
estimate is āguaranteedā. These reciprocal
condition
numbers are 1 / (norm(ZĖ{-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.
This subroutine
is only responsible for setting the second field
above.
See Lapack Working Note 165 for further details and extra
cautions.
ERRS_C
ERRS_C is REAL
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
ERRS_C is not accessed. If N_ERR_BNDS < 3, then at most
the first (:,N_ERR_BNDS) entries are returned.
The first index
in ERRS_C(i,:) corresponds to the ith
right-hand side.
The second
index in ERRS_C(:,err) contains the following
three fields:
err = 1 āTrust/donāt trustā boolean. Trust
the answer if the
reciprocal condition number is less than the threshold
sqrt(n) * slamch(āEpsilonā).
err = 2
āGuaranteedā 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) * slamch(āEpsilonā). 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) * slamch(āEpsilonā) to determine if the
error
estimate is āguaranteedā. These reciprocal
condition
numbers are 1 / (norm(ZĖ{-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.
This subroutine
is only responsible for setting the second field
above.
See Lapack Working Note 165 for further details and extra
cautions.
RES
RES is COMPLEX
array, dimension (N)
Workspace to hold the intermediate residual.
AYB
AYB is REAL
array, dimension (N)
Workspace.
DY
DY is COMPLEX
array, dimension (N)
Workspace to hold the intermediate solution.
Y_TAIL
Y_TAIL is
COMPLEX array, dimension (N)
Workspace to hold the trailing bits of the intermediate
solution.
RCOND
RCOND is REAL
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.
ITHRESH
ITHRESH is
INTEGER
The maximum number of residual computations allowed for
refinement. The default is 10. For āaggressiveā
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
ERRS_N and ERRS_C may no longer be trustworthy.
RTHRESH
RTHRESH is REAL
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 āaggressiveā set to
0.9 to permit
convergence on extremely ill-conditioned matrices. See LAWN
165
for more details.
DZ_UB
DZ_UB is REAL
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.
IGNORE_CWISE
IGNORE_CWISE is
LOGICAL
If .TRUE. then ignore componentwise convergence. Default
value
is .FALSE..
INFO
INFO is INTEGER
= 0: Successful exit.
< 0: if INFO = -i, the ith argument to CGETRS had an
illegal
value
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine dla_gerfsx_extended (integer prec_type, integer trans_type,integer n, integer nrhs, double precision, dimension( lda, * ) a,integer lda, double precision, dimension( ldaf, * ) af, integer ldaf,integer, dimension( * ) ipiv, logical colequ, double precision,dimension( * ) c, double precision, dimension( ldb, * ) b, integer ldb,double precision, dimension( ldy, * ) y, integer ldy, double precision,dimension( * ) berr_out, integer n_norms, double precision, dimension(nrhs, * ) errs_n, double precision, dimension( nrhs, * ) errs_c, doubleprecision, dimension( * ) res, double precision, dimension( * ) ayb,double precision, dimension( * ) dy, double precision, dimension( * )y_tail, double precision rcond, integer ithresh, double precisionrthresh, double precision dz_ub, logical ignore_cwise, integer info)
DLA_GERFSX_EXTENDED improves the computed solution to a system of linear equations for general matrices by performing extra-precise iterative refinement and provides error bounds and backward error estimates for the solution.
Purpose:
DLA_GERFSX_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.
This subroutine is called by DGERFSX to perform iterative
refinement.
In addition to normwise error bound, the code provides
maximum
componentwise error bound if possible. See comments for
ERRS_N
and ERRS_C for details of the error bounds. Note that this
subroutine is only responsible for setting the second fields
of
ERRS_N and ERRS_C.
Parameters
PREC_TYPE
PREC_TYPE is
INTEGER
Specifies the intermediate precision to be used in
refinement.
The value is defined by ILAPREC(P) where P is a CHARACTER
and P
= āSā: Single
= āDā: Double
= āIā: Indigenous
= āXā or āEā: Extra
TRANS_TYPE
TRANS_TYPE is
INTEGER
Specifies the transposition operation on A.
The value is defined by ILATRANS(T) where T is a CHARACTER
and T
= āNā: No transpose
= āTā: Transpose
= āCā: Conjugate transpose
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
matrix B.
A
A is DOUBLE
PRECISION array, dimension (LDA,N)
On entry, the N-by-N matrix A.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >=
max(1,N).
AF
AF is DOUBLE
PRECISION array, dimension (LDAF,N)
The factors L and U from the factorization
A = P*L*U as computed by DGETRF.
LDAF
LDAF is INTEGER
The leading dimension of the array AF. LDAF >=
max(1,N).
IPIV
IPIV is INTEGER
array, dimension (N)
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).
COLEQU
COLEQU is
LOGICAL
If .TRUE. then column equilibration was done to A before
calling
this routine. This is needed to compute the solution and
error
bounds correctly.
C
C is DOUBLE
PRECISION array, dimension (N)
The column scale factors for A. If COLEQU = .FALSE., C
is not accessed. 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.
B
B is DOUBLE
PRECISION array, dimension (LDB,NRHS)
The right-hand-side matrix B.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >=
max(1,N).
Y
Y is DOUBLE
PRECISION array, dimension (LDY,NRHS)
On entry, the solution matrix X, as computed by DGETRS.
On exit, the improved solution matrix Y.
LDY
LDY is INTEGER
The leading dimension of the array Y. LDY >=
max(1,N).
BERR_OUT
BERR_OUT is
DOUBLE PRECISION array, dimension (NRHS)
On exit, BERR_OUT(j) contains the componentwise relative
backward
error for right-hand-side j from 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 DLA_LIN_BERR.
N_NORMS
N_NORMS is
INTEGER
Determines which error bounds to return (see ERRS_N
and ERRS_C).
If N_NORMS >= 1 return normwise error bounds.
If N_NORMS >= 2 return componentwise error bounds.
ERRS_N
ERRS_N is
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 ERRS_N(i,:) corresponds to the ith
right-hand side.
The second
index in ERRS_N(:,err) contains the following
three fields:
err = 1 āTrust/donāt trustā boolean. Trust
the answer if the
reciprocal condition number is less than the threshold
sqrt(n) * slamch(āEpsilonā).
err = 2
āGuaranteedā 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) * slamch(āEpsilonā). This error bound
should only
be trusted if the previous boolean is true.
err = 3
Reciprocal condition number: Estimated normwise
reciprocal condition number. Compared with the threshold
sqrt(n) * slamch(āEpsilonā) to determine if the
error
estimate is āguaranteedā. These reciprocal
condition
numbers are 1 / (norm(ZĖ{-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.
This subroutine
is only responsible for setting the second field
above.
See Lapack Working Note 165 for further details and extra
cautions.
ERRS_C
ERRS_C is
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
ERRS_C is not accessed. If N_ERR_BNDS < 3, then at most
the first (:,N_ERR_BNDS) entries are returned.
The first index
in ERRS_C(i,:) corresponds to the ith
right-hand side.
The second
index in ERRS_C(:,err) contains the following
three fields:
err = 1 āTrust/donāt trustā boolean. Trust
the answer if the
reciprocal condition number is less than the threshold
sqrt(n) * slamch(āEpsilonā).
err = 2
āGuaranteedā 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) * slamch(āEpsilonā). 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) * slamch(āEpsilonā) to determine if the
error
estimate is āguaranteedā. These reciprocal
condition
numbers are 1 / (norm(ZĖ{-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.
This subroutine
is only responsible for setting the second field
above.
See Lapack Working Note 165 for further details and extra
cautions.
RES
RES is DOUBLE
PRECISION array, dimension (N)
Workspace to hold the intermediate residual.
AYB
AYB is DOUBLE
PRECISION array, dimension (N)
Workspace. This can be the same workspace passed for
Y_TAIL.
DY
DY is DOUBLE
PRECISION array, dimension (N)
Workspace to hold the intermediate solution.
Y_TAIL
Y_TAIL is
DOUBLE PRECISION array, dimension (N)
Workspace to hold the trailing bits of the intermediate
solution.
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.
ITHRESH
ITHRESH is
INTEGER
The maximum number of residual computations allowed for
refinement. The default is 10. For āaggressiveā
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
ERRS_N and ERRS_C may no longer be trustworthy.
RTHRESH
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 āaggressiveā set to
0.9 to permit
convergence on extremely ill-conditioned matrices. See LAWN
165
for more details.
DZ_UB
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.
IGNORE_CWISE
IGNORE_CWISE is
LOGICAL
If .TRUE. then ignore componentwise convergence. Default
value
is .FALSE..
INFO
INFO is INTEGER
= 0: Successful exit.
< 0: if INFO = -i, the ith argument to DGETRS had an
illegal
value
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine sla_gerfsx_extended (integer prec_type, integer trans_type,integer n, integer nrhs, real, dimension( lda, * ) a, integer lda,real, dimension( ldaf, * ) af, integer ldaf, integer, dimension( * )ipiv, logical colequ, real, dimension( * ) c, real, dimension( ldb, * )b, integer ldb, real, dimension( ldy, * ) y, integer ldy, real,dimension( * ) berr_out, integer n_norms, real, dimension( nrhs, * )errs_n, real, dimension( nrhs, * ) errs_c, real, dimension( * ) res,real, dimension( * ) ayb, real, dimension( * ) dy, real, dimension( * )y_tail, real rcond, integer ithresh, real rthresh, real dz_ub, logicalignore_cwise, integer info)
SLA_GERFSX_EXTENDED improves the computed solution to a system of linear equations for general matrices by performing extra-precise iterative refinement and provides error bounds and backward error estimates for the solution.
Purpose:
SLA_GERFSX_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.
This subroutine is called by SGERFSX to perform iterative
refinement.
In addition to normwise error bound, the code provides
maximum
componentwise error bound if possible. See comments for
ERRS_N
and ERRS_C for details of the error bounds. Note that this
subroutine is only responsible for setting the second fields
of
ERRS_N and ERRS_C.
Parameters
PREC_TYPE
PREC_TYPE is
INTEGER
Specifies the intermediate precision to be used in
refinement.
The value is defined by ILAPREC(P) where P is a CHARACTER
and P
= āSā: Single
= āDā: Double
= āIā: Indigenous
= āXā or āEā: Extra
TRANS_TYPE
TRANS_TYPE is
INTEGER
Specifies the transposition operation on A.
The value is defined by ILATRANS(T) where T is a CHARACTER
and T
= āNā: No transpose
= āTā: Transpose
= āCā: Conjugate transpose
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
matrix B.
A
A is REAL
array, dimension (LDA,N)
On entry, the N-by-N matrix A.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >=
max(1,N).
AF
AF is REAL
array, dimension (LDAF,N)
The factors L and U from the factorization
A = P*L*U as computed by SGETRF.
LDAF
LDAF is INTEGER
The leading dimension of the array AF. LDAF >=
max(1,N).
IPIV
IPIV is INTEGER
array, dimension (N)
The pivot indices from the factorization A = P*L*U
as computed by SGETRF; row i of the matrix was interchanged
with row IPIV(i).
COLEQU
COLEQU is
LOGICAL
If .TRUE. then column equilibration was done to A before
calling
this routine. This is needed to compute the solution and
error
bounds correctly.
C
C is REAL
array, dimension (N)
The column scale factors for A. If COLEQU = .FALSE., C
is not accessed. 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.
B
B is REAL
array, dimension (LDB,NRHS)
The right-hand-side matrix B.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >=
max(1,N).
Y
Y is REAL
array, dimension (LDY,NRHS)
On entry, the solution matrix X, as computed by SGETRS.
On exit, the improved solution matrix Y.
LDY
LDY is INTEGER
The leading dimension of the array Y. LDY >=
max(1,N).
BERR_OUT
BERR_OUT is
REAL array, dimension (NRHS)
On exit, BERR_OUT(j) contains the componentwise relative
backward
error for right-hand-side j from 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 SLA_LIN_BERR.
N_NORMS
N_NORMS is
INTEGER
Determines which error bounds to return (see ERRS_N
and ERRS_C).
If N_NORMS >= 1 return normwise error bounds.
If N_NORMS >= 2 return componentwise error bounds.
ERRS_N
ERRS_N is REAL
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 ERRS_N(i,:) corresponds to the ith
right-hand side.
The second
index in ERRS_N(:,err) contains the following
three fields:
err = 1 āTrust/donāt trustā boolean. Trust
the answer if the
reciprocal condition number is less than the threshold
sqrt(n) * slamch(āEpsilonā).
err = 2
āGuaranteedā 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) * slamch(āEpsilonā). This error bound
should only
be trusted if the previous boolean is true.
err = 3
Reciprocal condition number: Estimated normwise
reciprocal condition number. Compared with the threshold
sqrt(n) * slamch(āEpsilonā) to determine if the
error
estimate is āguaranteedā. These reciprocal
condition
numbers are 1 / (norm(ZĖ{-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.
This subroutine
is only responsible for setting the second field
above.
See Lapack Working Note 165 for further details and extra
cautions.
ERRS_C
ERRS_C is REAL
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
ERRS_C is not accessed. If N_ERR_BNDS < 3, then at most
the first (:,N_ERR_BNDS) entries are returned.
The first index
in ERRS_C(i,:) corresponds to the ith
right-hand side.
The second
index in ERRS_C(:,err) contains the following
three fields:
err = 1 āTrust/donāt trustā boolean. Trust
the answer if the
reciprocal condition number is less than the threshold
sqrt(n) * slamch(āEpsilonā).
err = 2
āGuaranteedā 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) * slamch(āEpsilonā). 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) * slamch(āEpsilonā) to determine if the
error
estimate is āguaranteedā. These reciprocal
condition
numbers are 1 / (norm(ZĖ{-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.
This subroutine
is only responsible for setting the second field
above.
See Lapack Working Note 165 for further details and extra
cautions.
RES
RES is REAL
array, dimension (N)
Workspace to hold the intermediate residual.
AYB
AYB is REAL
array, dimension (N)
Workspace. This can be the same workspace passed for
Y_TAIL.
DY
DY is REAL
array, dimension (N)
Workspace to hold the intermediate solution.
Y_TAIL
Y_TAIL is REAL
array, dimension (N)
Workspace to hold the trailing bits of the intermediate
solution.
RCOND
RCOND is REAL
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.
ITHRESH
ITHRESH is
INTEGER
The maximum number of residual computations allowed for
refinement. The default is 10. For āaggressiveā
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
ERRS_N and ERRS_C may no longer be trustworthy.
RTHRESH
RTHRESH is REAL
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 āaggressiveā set to
0.9 to permit
convergence on extremely ill-conditioned matrices. See LAWN
165
for more details.
DZ_UB
DZ_UB is REAL
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.
IGNORE_CWISE
IGNORE_CWISE is
LOGICAL
If .TRUE. then ignore componentwise convergence. Default
value
is .FALSE..
INFO
INFO is INTEGER
= 0: Successful exit.
< 0: if INFO = -i, the ith argument to SGETRS had an
illegal
value
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine zla_gerfsx_extended (integer prec_type, integer trans_type,integer n, integer nrhs, complex*16, dimension( lda, * ) a, integerlda, 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, * )errs_n, double precision, dimension( nrhs, * ) errs_c, complex*16,dimension( * ) res, double precision, dimension( * ) ayb, complex*16,dimension( * ) dy, complex*16, dimension( * ) y_tail, double precisionrcond, integer ithresh, double precision rthresh, double precisiondz_ub, logical ignore_cwise, integer info)
ZLA_GERFSX_EXTENDED
Purpose:
ZLA_GERFSX_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.
This subroutine is called by ZGERFSX to perform iterative
refinement.
In addition to normwise error bound, the code provides
maximum
componentwise error bound if possible. See comments for
ERRS_N
and ERRS_C for details of the error bounds. Note that this
subroutine is only responsible for setting the second fields
of
ERRS_N and ERRS_C.
Parameters
PREC_TYPE
PREC_TYPE is
INTEGER
Specifies the intermediate precision to be used in
refinement.
The value is defined by ILAPREC(P) where P is a CHARACTER
and P
= āSā: Single
= āDā: Double
= āIā: Indigenous
= āXā or āEā: Extra
TRANS_TYPE
TRANS_TYPE is
INTEGER
Specifies the transposition operation on A.
The value is defined by ILATRANS(T) where T is a CHARACTER
and T
= āNā: No transpose
= āTā: Transpose
= āCā: Conjugate transpose
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
matrix B.
A
A is COMPLEX*16
array, dimension (LDA,N)
On entry, the N-by-N matrix A.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >=
max(1,N).
AF
AF is
COMPLEX*16 array, dimension (LDAF,N)
The factors L and U from the factorization
A = P*L*U as computed by ZGETRF.
LDAF
LDAF is INTEGER
The leading dimension of the array AF. LDAF >=
max(1,N).
IPIV
IPIV is INTEGER
array, dimension (N)
The pivot indices from the factorization A = P*L*U
as computed by ZGETRF; row i of the matrix was interchanged
with row IPIV(i).
COLEQU
COLEQU is
LOGICAL
If .TRUE. then column equilibration was done to A before
calling
this routine. This is needed to compute the solution and
error
bounds correctly.
C
C is DOUBLE
PRECISION array, dimension (N)
The column scale factors for A. If COLEQU = .FALSE., C
is not accessed. 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.
B
B is COMPLEX*16
array, dimension (LDB,NRHS)
The right-hand-side matrix B.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >=
max(1,N).
Y
Y is COMPLEX*16
array, dimension (LDY,NRHS)
On entry, the solution matrix X, as computed by ZGETRS.
On exit, the improved solution matrix Y.
LDY
LDY is INTEGER
The leading dimension of the array Y. LDY >=
max(1,N).
BERR_OUT
BERR_OUT is
DOUBLE PRECISION array, dimension (NRHS)
On exit, BERR_OUT(j) contains the componentwise relative
backward
error for right-hand-side j from 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_NORMS
N_NORMS is
INTEGER
Determines which error bounds to return (see ERRS_N
and ERRS_C).
If N_NORMS >= 1 return normwise error bounds.
If N_NORMS >= 2 return componentwise error bounds.
ERRS_N
ERRS_N is
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 ERRS_N(i,:) corresponds to the ith
right-hand side.
The second
index in ERRS_N(:,err) contains the following
three fields:
err = 1 āTrust/donāt trustā boolean. Trust
the answer if the
reciprocal condition number is less than the threshold
sqrt(n) * slamch(āEpsilonā).
err = 2
āGuaranteedā 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) * slamch(āEpsilonā). This error bound
should only
be trusted if the previous boolean is true.
err = 3
Reciprocal condition number: Estimated normwise
reciprocal condition number. Compared with the threshold
sqrt(n) * slamch(āEpsilonā) to determine if the
error
estimate is āguaranteedā. These reciprocal
condition
numbers are 1 / (norm(ZĖ{-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.
This subroutine
is only responsible for setting the second field
above.
See Lapack Working Note 165 for further details and extra
cautions.
ERRS_C
ERRS_C is
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
ERRS_C is not accessed. If N_ERR_BNDS < 3, then at most
the first (:,N_ERR_BNDS) entries are returned.
The first index
in ERRS_C(i,:) corresponds to the ith
right-hand side.
The second
index in ERRS_C(:,err) contains the following
three fields:
err = 1 āTrust/donāt trustā boolean. Trust
the answer if the
reciprocal condition number is less than the threshold
sqrt(n) * slamch(āEpsilonā).
err = 2
āGuaranteedā 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) * slamch(āEpsilonā). 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) * slamch(āEpsilonā) to determine if the
error
estimate is āguaranteedā. These reciprocal
condition
numbers are 1 / (norm(ZĖ{-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.
This subroutine
is only responsible for setting the second field
above.
See Lapack Working Note 165 for further details and extra
cautions.
RES
RES is
COMPLEX*16 array, dimension (N)
Workspace to hold the intermediate residual.
AYB
AYB is DOUBLE
PRECISION array, dimension (N)
Workspace.
DY
DY is
COMPLEX*16 array, dimension (N)
Workspace to hold the intermediate solution.
Y_TAIL
Y_TAIL is
COMPLEX*16 array, dimension (N)
Workspace to hold the trailing bits of the intermediate
solution.
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.
ITHRESH
ITHRESH is
INTEGER
The maximum number of residual computations allowed for
refinement. The default is 10. For āaggressiveā
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
ERRS_N and ERRS_C may no longer be trustworthy.
RTHRESH
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 āaggressiveā set to
0.9 to permit
convergence on extremely ill-conditioned matrices. See LAWN
165
for more details.
DZ_UB
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.
IGNORE_CWISE
IGNORE_CWISE is
LOGICAL
If .TRUE. then ignore componentwise convergence. Default
value
is .FALSE..
INFO
INFO is INTEGER
= 0: Successful exit.
< 0: if INFO = -i, the ith argument to ZGETRS had an
illegal
value
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Author
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