Man page - porfsx(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
porfsx
NAMESYNOPSIS
Functions
Detailed Description
Function Documentation
subroutine cporfsx (character uplo, character equed, integer n, integernrhs, complex, dimension( lda, * ) a, integer lda, complex, dimension(ldaf, * ) af, integer ldaf, real, dimension( * ) s, complex, dimension(ldb, * ) b, integer ldb, complex, dimension( ldx, * ) x, integer ldx,real rcond, real, dimension( * ) berr, integer n_err_bnds, real,dimension( nrhs, * ) err_bnds_norm, real, dimension( nrhs, * )err_bnds_comp, integer nparams, real, dimension(*) params, complex,dimension( * ) work, real, dimension( * ) rwork, integer info)
subroutine dporfsx (character uplo, character equed, integer n, integernrhs, double precision, dimension( lda, * ) a, integer lda, doubleprecision, dimension( ldaf, * ) af, integer ldaf, double precision,dimension( * ) s, double precision, dimension( ldb, * ) b, integer ldb,double precision, dimension( ldx, * ) x, integer ldx, double precisionrcond, 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)
subroutine sporfsx (character uplo, character equed, integer n, integernrhs, real, dimension( lda, * ) a, integer lda, real, dimension( ldaf,* ) af, integer ldaf, real, dimension( * ) s, real, dimension( ldb, * )b, integer ldb, real, dimension( ldx, * ) x, integer ldx, real rcond,real, dimension( * ) berr, integer n_err_bnds, real, dimension( nrhs, *) err_bnds_norm, real, dimension( nrhs, * ) err_bnds_comp, integernparams, real, dimension( * ) params, real, dimension( * ) work,integer, dimension( * ) iwork, integer info)
subroutine zporfsx (character uplo, character equed, integer n, integernrhs, complex*16, dimension( lda, * ) a, integer lda, complex*16,dimension( ldaf, * ) af, integer ldaf, double precision, dimension( * )s, complex*16, dimension( ldb, * ) b, integer ldb, complex*16,dimension( ldx, * ) x, integer ldx, double precision rcond, doubleprecision, 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)
Author
NAME
porfsx - porfsx: iterative refinement, expert
SYNOPSIS
Functions
subroutine
cporfsx
(uplo, equed, n, nrhs, a, lda, af, ldaf, s,
b, ldb, x, ldx, rcond, berr, n_err_bnds, err_bnds_norm,
err_bnds_comp, nparams, params, work, rwork, info)
CPORFSX
subroutine
dporfsx
(uplo, equed, n, nrhs, a, lda, af,
ldaf, s, b, ldb, x, ldx, rcond, berr, n_err_bnds,
err_bnds_norm, err_bnds_comp, nparams, params, work, iwork,
info)
DPORFSX
subroutine
sporfsx
(uplo, equed, n, nrhs, a, lda, af,
ldaf, s, b, ldb, x, ldx, rcond, berr, n_err_bnds,
err_bnds_norm, err_bnds_comp, nparams, params, work, iwork,
info)
SPORFSX
subroutine
zporfsx
(uplo, equed, n, nrhs, a, lda, af,
ldaf, s, b, ldb, x, ldx, rcond, berr, n_err_bnds,
err_bnds_norm, err_bnds_comp, nparams, params, work, rwork,
info)
ZPORFSX
Detailed Description
Function Documentation
subroutine cporfsx (character uplo, character equed, integer n, integernrhs, complex, dimension( lda, * ) a, integer lda, complex, dimension(ldaf, * ) af, integer ldaf, real, dimension( * ) s, complex, dimension(ldb, * ) b, integer ldb, complex, dimension( ldx, * ) x, integer ldx,real rcond, real, dimension( * ) berr, integer n_err_bnds, real,dimension( nrhs, * ) err_bnds_norm, real, dimension( nrhs, * )err_bnds_comp, integer nparams, real, dimension(*) params, complex,dimension( * ) work, real, dimension( * ) rwork, integer info)
CPORFSX
Purpose:
CPORFSX
improves the computed solution to a system of linear
equations when the coefficient matrix is Hermitian positive
definite, and provides error bounds and backward error
estimates
for the solution. In addition to normwise error bound, the
code
provides maximum componentwise error bound if possible. See
comments for ERR_BNDS_NORM and ERR_BNDS_COMP for details of
the
error bounds.
The original
system of linear equations may have been equilibrated
before calling this routine, as described by arguments EQUED
and S
below. In this case, the solution and error bounds returned
are
for the original unequilibrated system.
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
UPLO
UPLO is
CHARACTER*1
= âUâ: Upper triangle of A is stored;
= âLâ: Lower triangle of A is stored.
EQUED
EQUED is
CHARACTER*1
Specifies the form of equilibration that was done to A
before calling this routine. This is needed to compute
the solution and error bounds correctly.
= âNâ: No equilibration
= âYâ: Both row and column equilibration, i.e.,
A has been
replaced by diag(S) * A * diag(S).
The right hand side B has been changed accordingly.
N
N is INTEGER
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
array, dimension (LDA,N)
The Hermitian matrix A. If UPLO = âUâ, 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 = âLâ, 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.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >=
max(1,N).
AF
AF is COMPLEX
array, dimension (LDAF,N)
The triangular factor U or L from the Cholesky factorization
A = U**H*U or A = L*L**H, as computed by CPOTRF.
LDAF
LDAF is INTEGER
The leading dimension of the array AF. LDAF >=
max(1,N).
S
S is REAL
array, dimension (N)
The scale factors for A. If EQUED = âYâ, A is
multiplied on
the left and right by diag(S). S is an input argument if
FACT =
âFâ; otherwise, S is an output argument. If FACT
= âFâ and EQUED
= âYâ, 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
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).
X
X is COMPLEX
array, dimension (LDX,NRHS)
On entry, the solution matrix X, as computed by SGETRS.
On exit, the improved solution matrix X.
LDX
LDX is INTEGER
The leading dimension of the array X. LDX >=
max(1,N).
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.
BERR
BERR is REAL
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).
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.
ERR_BNDS_NORM
ERR_BNDS_NORM
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 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 = 1 âTrust/donât trustâ boolean. Trust
the answer if the
reciprocal condition number is less than the threshold
sqrt(n) * slamch(âEpsilonâ).
err = 2
âGuaranteedâ 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(âEpsilonâ). 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(âEpsilonâ) to determine if the
error
estimate is âguaranteedâ. These reciprocal
condition
numbers are 1 / (norm(ZË{-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
ERR_BNDS_COMP
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
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 = 1 âTrust/donât trustâ boolean. Trust
the answer if the
reciprocal condition number is less than the threshold
sqrt(n) * slamch(âEpsilonâ).
err = 2
âGuaranteedâ 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(âEpsilonâ). 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(âEpsilonâ) to determine if the
error
estimate is âguaranteedâ. These reciprocal
condition
numbers are 1 / (norm(ZË{-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
NPARAMS is
INTEGER
Specifies the number of parameters set in PARAMS. If <=
0, the
PARAMS array is never referenced and default values are
used.
PARAMS
PARAMS is REAL
array, dimension NPARAMS
Specifies algorithm parameters. If an entry is < 0.0,
then
that entry will be filled with 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) : Whether to perform iterative
refinement or not.
Default: 1.0
= 0.0: No refinement is performed, and no error bounds are
computed.
= 1.0: Use the double-precision refinement algorithm,
possibly with doubled-single computations if the
compilation environment does not support DOUBLE
PRECISION.
(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
WORK is COMPLEX array, dimension (2*N)
RWORK
RWORK is REAL array, dimension (2*N)
INFO
INFO is INTEGER
= 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 Jth 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 Jth 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 Jth 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.
subroutine dporfsx (character uplo, character equed, integer n, integernrhs, double precision, dimension( lda, * ) a, integer lda, doubleprecision, dimension( ldaf, * ) af, integer ldaf, double precision,dimension( * ) s, double precision, dimension( ldb, * ) b, integer ldb,double precision, dimension( ldx, * ) x, integer ldx, double precisionrcond, 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)
DPORFSX
Purpose:
DPORFSX
improves the computed solution to a system of linear
equations when the coefficient matrix is symmetric positive
definite, and provides error bounds and backward error
estimates
for the solution. In addition to normwise error bound, the
code
provides maximum componentwise error bound if possible. See
comments for ERR_BNDS_NORM and ERR_BNDS_COMP for details of
the
error bounds.
The original
system of linear equations may have been equilibrated
before calling this routine, as described by arguments EQUED
and S
below. In this case, the solution and error bounds returned
are
for the original unequilibrated system.
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
UPLO
UPLO is
CHARACTER*1
= âUâ: Upper triangle of A is stored;
= âLâ: Lower triangle of A is stored.
EQUED
EQUED is
CHARACTER*1
Specifies the form of equilibration that was done to A
before calling this routine. This is needed to compute
the solution and error bounds correctly.
= âNâ: No equilibration
= âYâ: Both row and column equilibration, i.e.,
A has been
replaced by diag(S) * A * diag(S).
The right hand side B has been changed accordingly.
N
N is INTEGER
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 DOUBLE
PRECISION array, dimension (LDA,N)
The symmetric matrix A. If UPLO = âUâ, 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 = âLâ, 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.
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 triangular factor U or L from the Cholesky factorization
A = U**T*U or A = L*L**T, as computed by DPOTRF.
LDAF
LDAF is INTEGER
The leading dimension of the array AF. LDAF >=
max(1,N).
S
S is DOUBLE
PRECISION array, dimension (N)
The scale factors for A. If EQUED = âYâ, A is
multiplied on
the left and right by diag(S). S is an input argument if
FACT =
âFâ; otherwise, S is an output argument. If FACT
= âFâ and EQUED
= âYâ, 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 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).
X
X is DOUBLE
PRECISION array, dimension (LDX,NRHS)
On entry, the solution matrix X, as computed by DGETRS.
On exit, the improved solution matrix 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.
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).
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.
ERR_BNDS_NORM
ERR_BNDS_NORM
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 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 = 1 âTrust/donât trustâ boolean. Trust
the answer if the
reciprocal condition number is less than the threshold
sqrt(n) * dlamch(âEpsilonâ).
err = 2
âGuaranteedâ 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(âEpsilonâ). 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) * dlamch(âEpsilonâ) to determine if the
error
estimate is âguaranteedâ. These reciprocal
condition
numbers are 1 / (norm(ZË{-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
ERR_BNDS_COMP
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
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 = 1 âTrust/donât trustâ boolean. Trust
the answer if the
reciprocal condition number is less than the threshold
sqrt(n) * dlamch(âEpsilonâ).
err = 2
âGuaranteedâ 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(âEpsilonâ). 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(âEpsilonâ) to determine if the
error
estimate is âguaranteedâ. These reciprocal
condition
numbers are 1 / (norm(ZË{-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
NPARAMS is
INTEGER
Specifies the number of parameters set in PARAMS. If <=
0, the
PARAMS array is never referenced and default values are
used.
PARAMS
PARAMS is
DOUBLE PRECISION array, dimension (NPARAMS)
Specifies algorithm parameters. If an entry is < 0.0,
then
that entry will be filled with 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) : 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 double-precision refinement algorithm,
possibly with doubled-single computations if the
compilation environment does not support DOUBLE
PRECISION.
(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
WORK is DOUBLE PRECISION array, dimension (4*N)
IWORK
IWORK is INTEGER array, dimension (N)
INFO
INFO is INTEGER
= 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 Jth 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 Jth 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 Jth 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.
subroutine sporfsx (character uplo, character equed, integer n, integernrhs, real, dimension( lda, * ) a, integer lda, real, dimension( ldaf,* ) af, integer ldaf, real, dimension( * ) s, real, dimension( ldb, * )b, integer ldb, real, dimension( ldx, * ) x, integer ldx, real rcond,real, dimension( * ) berr, integer n_err_bnds, real, dimension( nrhs, *) err_bnds_norm, real, dimension( nrhs, * ) err_bnds_comp, integernparams, real, dimension( * ) params, real, dimension( * ) work,integer, dimension( * ) iwork, integer info)
SPORFSX
Purpose:
SPORFSX
improves the computed solution to a system of linear
equations when the coefficient matrix is symmetric positive
definite, and provides error bounds and backward error
estimates
for the solution. In addition to normwise error bound, the
code
provides maximum componentwise error bound if possible. See
comments for ERR_BNDS_NORM and ERR_BNDS_COMP for details of
the
error bounds.
The original
system of linear equations may have been equilibrated
before calling this routine, as described by arguments EQUED
and S
below. In this case, the solution and error bounds returned
are
for the original unequilibrated system.
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
UPLO
UPLO is
CHARACTER*1
= âUâ: Upper triangle of A is stored;
= âLâ: Lower triangle of A is stored.
EQUED
EQUED is
CHARACTER*1
Specifies the form of equilibration that was done to A
before calling this routine. This is needed to compute
the solution and error bounds correctly.
= âNâ: No equilibration
= âYâ: Both row and column equilibration, i.e.,
A has been
replaced by diag(S) * A * diag(S).
The right hand side B has been changed accordingly.
N
N is INTEGER
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 REAL
array, dimension (LDA,N)
The symmetric matrix A. If UPLO = âUâ, 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 = âLâ, 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.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >=
max(1,N).
AF
AF is REAL
array, dimension (LDAF,N)
The triangular factor U or L from the Cholesky factorization
A = U**T*U or A = L*L**T, as computed by SPOTRF.
LDAF
LDAF is INTEGER
The leading dimension of the array AF. LDAF >=
max(1,N).
S
S is REAL
array, dimension (N)
The scale factors for A. If EQUED = âYâ, A is
multiplied on
the left and right by diag(S). S is an input argument if
FACT =
âFâ; otherwise, S is an output argument. If FACT
= âFâ and EQUED
= âYâ, 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 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).
X
X is REAL
array, dimension (LDX,NRHS)
On entry, the solution matrix X, as computed by SGETRS.
On exit, the improved solution matrix X.
LDX
LDX is INTEGER
The leading dimension of the array X. LDX >=
max(1,N).
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.
BERR
BERR is REAL
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).
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.
ERR_BNDS_NORM
ERR_BNDS_NORM
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 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 = 1 âTrust/donât trustâ boolean. Trust
the answer if the
reciprocal condition number is less than the threshold
sqrt(n) * slamch(âEpsilonâ).
err = 2
âGuaranteedâ 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(âEpsilonâ). 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(âEpsilonâ) to determine if the
error
estimate is âguaranteedâ. These reciprocal
condition
numbers are 1 / (norm(ZË{-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
ERR_BNDS_COMP
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
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 = 1 âTrust/donât trustâ boolean. Trust
the answer if the
reciprocal condition number is less than the threshold
sqrt(n) * slamch(âEpsilonâ).
err = 2
âGuaranteedâ 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(âEpsilonâ). 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(âEpsilonâ) to determine if the
error
estimate is âguaranteedâ. These reciprocal
condition
numbers are 1 / (norm(ZË{-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
NPARAMS is
INTEGER
Specifies the number of parameters set in PARAMS. If <=
0, the
PARAMS array is never referenced and default values are
used.
PARAMS
PARAMS is REAL
array, dimension NPARAMS
Specifies algorithm parameters. If an entry is < 0.0,
then
that entry will be filled with 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) : Whether to perform iterative
refinement or not.
Default: 1.0
= 0.0: No refinement is performed, and no error bounds are
computed.
= 1.0: Use the double-precision refinement algorithm,
possibly with doubled-single computations if the
compilation environment does not support DOUBLE
PRECISION.
(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
WORK is REAL array, dimension (4*N)
IWORK
IWORK is INTEGER array, dimension (N)
INFO
INFO is INTEGER
= 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 Jth 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 Jth 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 Jth 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.
subroutine zporfsx (character uplo, character equed, integer n, integernrhs, complex*16, dimension( lda, * ) a, integer lda, complex*16,dimension( ldaf, * ) af, integer ldaf, double precision, dimension( * )s, complex*16, dimension( ldb, * ) b, integer ldb, complex*16,dimension( ldx, * ) x, integer ldx, double precision rcond, doubleprecision, 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)
ZPORFSX
Purpose:
ZPORFSX
improves the computed solution to a system of linear
equations when the coefficient matrix is Hermitian positive
definite, and provides error bounds and backward error
estimates
for the solution. In addition to normwise error bound, the
code
provides maximum componentwise error bound if possible. See
comments for ERR_BNDS_NORM and ERR_BNDS_COMP for details of
the
error bounds.
The original
system of linear equations may have been equilibrated
before calling this routine, as described by arguments EQUED
and S
below. In this case, the solution and error bounds returned
are
for the original unequilibrated system.
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
UPLO
UPLO is
CHARACTER*1
= âUâ: Upper triangle of A is stored;
= âLâ: Lower triangle of A is stored.
EQUED
EQUED is
CHARACTER*1
Specifies the form of equilibration that was done to A
before calling this routine. This is needed to compute
the solution and error bounds correctly.
= âNâ: No equilibration
= âYâ: Both row and column equilibration, i.e.,
A has been
replaced by diag(S) * A * diag(S).
The right hand side B has been changed accordingly.
N
N is INTEGER
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)
The Hermitian matrix A. If UPLO = âUâ, 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 = âLâ, 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.
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 triangular factor U or L from the Cholesky factorization
A = U**H*U or A = L*L**H, as computed by ZPOTRF.
LDAF
LDAF is INTEGER
The leading dimension of the array AF. LDAF >=
max(1,N).
S
S is DOUBLE
PRECISION array, dimension (N)
The scale factors for A. If EQUED = âYâ, A is
multiplied on
the left and right by diag(S). S is an input argument if
FACT =
âFâ; otherwise, S is an output argument. If FACT
= âFâ and EQUED
= âYâ, 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)
The right hand side matrix 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)
On entry, the solution matrix X, as computed by ZGETRS.
On exit, the improved solution matrix 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.
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).
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.
ERR_BNDS_NORM
ERR_BNDS_NORM
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 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 = 1 âTrust/donât trustâ boolean. Trust
the answer if the
reciprocal condition number is less than the threshold
sqrt(n) * dlamch(âEpsilonâ).
err = 2
âGuaranteedâ 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(âEpsilonâ). 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) * dlamch(âEpsilonâ) to determine if the
error
estimate is âguaranteedâ. These reciprocal
condition
numbers are 1 / (norm(ZË{-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
ERR_BNDS_COMP
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
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 = 1 âTrust/donât trustâ boolean. Trust
the answer if the
reciprocal condition number is less than the threshold
sqrt(n) * dlamch(âEpsilonâ).
err = 2
âGuaranteedâ 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(âEpsilonâ). 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(âEpsilonâ) to determine if the
error
estimate is âguaranteedâ. These reciprocal
condition
numbers are 1 / (norm(ZË{-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
NPARAMS is
INTEGER
Specifies the number of parameters set in PARAMS. If <=
0, the
PARAMS array is never referenced and default values are
used.
PARAMS
PARAMS is
DOUBLE PRECISION array, dimension NPARAMS
Specifies algorithm parameters. If an entry is < 0.0,
then
that entry will be filled with 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) : 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 double-precision refinement algorithm,
possibly with doubled-single computations if the
compilation environment does not support DOUBLE
PRECISION.
(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
WORK is COMPLEX*16 array, dimension (2*N)
RWORK
RWORK is DOUBLE PRECISION array, dimension (2*N)
INFO
INFO is INTEGER
= 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 Jth 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 Jth 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 Jth 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.
Author
Generated automatically by Doxygen for LAPACK from the source code.