DLA_GERFSX_EXTENDED (3)  Linux Manuals
NAME
dla_gerfsx_extended.f 
SYNOPSIS
Functions/Subroutines
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 extraprecise iterative refinement and provides error bounds and backward error estimates for the solution.
Function/Subroutine Documentation
subroutine dla_gerfsx_extended (integerPREC_TYPE, integerTRANS_TYPE, integerN, integerNRHS, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( ldaf, * )AF, integerLDAF, integer, dimension( * )IPIV, logicalCOLEQU, double precision, dimension( * )C, double precision, dimension( ldb, * )B, integerLDB, double precision, dimension( ldy, * )Y, integerLDY, double precision, dimension( * )BERR_OUT, integerN_NORMS, double precision, dimension( nrhs, * )ERRS_N, double precision, dimension( nrhs, * )ERRS_C, double precision, dimension( * )RES, double precision, dimension( * )AYB, double precision, dimension( * )DY, double precision, dimension( * )Y_TAIL, double precisionRCOND, integerITHRESH, double precisionRTHRESH, double precisionDZ_UB, logicalIGNORE_CWISE, integerINFO)
DLA_GERFSX_EXTENDED improves the computed solution to a system of linear equations for general matrices by performing extraprecise 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 extraprecise 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 resonsible 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 = 'S': Single = 'D': Double = 'I': Indigenous = 'X', 'E': Extra
TRANS_TYPETRANS_TYPE is INTEGER Specifies the transposition operation on A. The value is defined by ILATRANS(T) where T is a CHARACTER and T = 'N': No transpose = 'T': Transpose = 'C': Conjugate transpose
NN is INTEGER The number of linear equations, i.e., the order of the matrix A. N >= 0.
NRHSNRHS is INTEGER The number of righthandsides, i.e., the number of columns of the matrix B.
AA is DOUBLE PRECISION array, dimension (LDA,N) On entry, the NbyN matrix A.
LDALDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).
AFAF is DOUBLE PRECISION array, dimension (LDAF,N) The factors L and U from the factorization A = P*L*U as computed by DGETRF.
LDAFLDAF is INTEGER The leading dimension of the array AF. LDAF >= max(1,N).
IPIVIPIV 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).
COLEQUCOLEQU 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.
CC 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.
BB is DOUBLE PRECISION array, dimension (LDB,NRHS) The righthandside matrix B.
LDBLDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).
YY is DOUBLE PRECISION array, dimension (LDY,NRHS) On entry, the solution matrix X, as computed by DGETRS. On exit, the improved solution matrix Y.
LDYLDY is INTEGER The leading dimension of the array Y. LDY >= max(1,N).
BERR_OUTBERR_OUT is DOUBLE PRECISION array, dimension (NRHS) On exit, BERR_OUT(j) contains the componentwise relative backward error for righthandside 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_NORMSN_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_NERRS_N is DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS) For each righthand 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 righthand side. The second index in ERRS_N(:,err) contains the following three fields: err = 1 "Trust/don't trust" boolean. Trust the answer if the reciprocal condition number is less than the threshold sqrt(n) * slamch('Epsilon'). err = 2 "Guaranteed" 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('Epsilon'). 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('Epsilon') to determine if the error estimate is "guaranteed". These reciprocal condition numbers are 1 / (norm(Z^{1},inf) * norm(Z,inf)) for some appropriately scaled matrix Z. Let Z = S*A, where S scales each row by a power of the radix so all absolute row sums of Z are approximately 1. This subroutine is only responsible for setting the second field above. See Lapack Working Note 165 for further details and extra cautions.
ERRS_CERRS_C is DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS) For each righthand 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 righthand 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 righthand side. If componentwise accuracy is not requested (PARAMS(3) = 0.0), then ERRS_C is not accessed. If N_ERR_BNDS .LT. 3, then at most the first (:,N_ERR_BNDS) entries are returned. The first index in ERRS_C(i,:) corresponds to the ith righthand side. The second index in ERRS_C(:,err) contains the following three fields: err = 1 "Trust/don't trust" boolean. Trust the answer if the reciprocal condition number is less than the threshold sqrt(n) * slamch('Epsilon'). err = 2 "Guaranteed" 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('Epsilon'). This error bound should only be trusted if the previous boolean is true. err = 3 Reciprocal condition number: Estimated componentwise reciprocal condition number. Compared with the threshold sqrt(n) * slamch('Epsilon') to determine if the error estimate is "guaranteed". These reciprocal condition numbers are 1 / (norm(Z^{1},inf) * norm(Z,inf)) for some appropriately scaled matrix Z. Let Z = S*(A*diag(x)), where x is the solution for the current righthand 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.
RESRES is DOUBLE PRECISION array, dimension (N) Workspace to hold the intermediate residual.
AYBAYB is DOUBLE PRECISION array, dimension (N) Workspace. This can be the same workspace passed for Y_TAIL.
DYDY is DOUBLE PRECISION array, dimension (N) Workspace to hold the intermediate solution.
Y_TAILY_TAIL is DOUBLE PRECISION array, dimension (N) Workspace to hold the trailing bits of the intermediate solution.
RCONDRCOND 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.
ITHRESHITHRESH is INTEGER The maximum number of residual computations allowed for refinement. The default is 10. For 'aggressive' set to 100 to permit convergence using approximate factorizations or factorizations other than LU. If the factorization uses a technique other than Gaussian elimination, the guarantees in ERRS_N and ERRS_C may no longer be trustworthy.
RTHRESHRTHRESH is DOUBLE PRECISION Determines when to stop refinement if the error estimate stops decreasing. Refinement will stop when the next solution no longer satisfies norm(dx_{i+1}) < RTHRESH * norm(dx_i) where norm(Z) is the infinity norm of Z. RTHRESH satisfies 0 < RTHRESH <= 1. The default value is 0.5. For 'aggressive' set to 0.9 to permit convergence on extremely illconditioned matrices. See LAWN 165 for more details.
DZ_UBDZ_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 definte 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_CWISEIGNORE_CWISE is LOGICAL If .TRUE. then ignore componentwise convergence. Default value is .FALSE..
INFOINFO 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.
Date:
 September 2012
Definition at line 395 of file dla_gerfsx_extended.f.
Author
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