cla_porfsx_extended.f (3)  Linux Man Pages
NAME
cla_porfsx_extended.f 
SYNOPSIS
Functions/Subroutines
subroutine cla_porfsx_extended (PREC_TYPE, UPLO, N, NRHS, A, LDA, AF, LDAF, COLEQU, C, B, LDB, Y, LDY, BERR_OUT, N_NORMS, ERR_BNDS_NORM, ERR_BNDS_COMP, RES, AYB, DY, Y_TAIL, RCOND, ITHRESH, RTHRESH, DZ_UB, IGNORE_CWISE, INFO)
CLA_PORFSX_EXTENDED improves the computed solution to a system of linear equations for symmetric or Hermitian positivedefinite matrices by performing extraprecise iterative refinement and provides error bounds and backward error estimates for the solution.
Function/Subroutine Documentation
subroutine cla_porfsx_extended (integerPREC_TYPE, characterUPLO, integerN, integerNRHS, complex, dimension( lda, * )A, integerLDA, complex, dimension( ldaf, * )AF, integerLDAF, logicalCOLEQU, real, dimension( * )C, complex, dimension( ldb, * )B, integerLDB, complex, dimension( ldy, * )Y, integerLDY, real, dimension( * )BERR_OUT, integerN_NORMS, real, dimension( nrhs, * )ERR_BNDS_NORM, real, dimension( nrhs, * )ERR_BNDS_COMP, complex, dimension( * )RES, real, dimension( * )AYB, complex, dimension( * )DY, complex, dimension( * )Y_TAIL, realRCOND, integerITHRESH, realRTHRESH, realDZ_UB, logicalIGNORE_CWISE, integerINFO)
CLA_PORFSX_EXTENDED improves the computed solution to a system of linear equations for symmetric or Hermitian positivedefinite matrices by performing extraprecise iterative refinement and provides error bounds and backward error estimates for the solution.
Purpose:

CLA_PORFSX_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 CPORFSX to perform iterative refinement. 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. Note that this subroutine is only resonsible for setting the second fields of ERR_BNDS_NORM and ERR_BNDS_COMP.
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
UPLOUPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored.
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 COMPLEX 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 COMPLEX 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 CPOTRF.
LDAFLDAF is INTEGER The leading dimension of the array AF. LDAF >= max(1,N).
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 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.
BB is COMPLEX array, dimension (LDB,NRHS) The righthandside matrix B.
LDBLDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).
YY is COMPLEX array, dimension (LDY,NRHS) On entry, the solution matrix X, as computed by CPOTRS. 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 REAL 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 CLA_LIN_BERR.
N_NORMSN_NORMS is INTEGER Determines which error bounds to return (see ERR_BNDS_NORM and ERR_BNDS_COMP). If N_NORMS >= 1 return normwise error bounds. If N_NORMS >= 2 return componentwise error bounds.
ERR_BNDS_NORMERR_BNDS_NORM is REAL 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 ERR_BNDS_NORM(i,:) corresponds to the ith righthand side. The second index in ERR_BNDS_NORM(:,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.
ERR_BNDS_COMPERR_BNDS_COMP is REAL 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 ERR_BNDS_COMP is not accessed. If N_ERR_BNDS .LT. 3, then at most the first (:,N_ERR_BNDS) entries are returned. The first index in ERR_BNDS_COMP(i,:) corresponds to the ith righthand side. The second index in ERR_BNDS_COMP(:,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 COMPLEX array, dimension (N) Workspace to hold the intermediate residual.
AYBAYB is REAL array, dimension (N) Workspace.
DYDY is COMPLEX array, dimension (N) Workspace to hold the intermediate solution.
Y_TAILY_TAIL is COMPLEX array, dimension (N) Workspace to hold the trailing bits of the intermediate solution.
RCONDRCOND 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.
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 ERR_BNDS_NORM and ERR_BNDS_COMP may no longer be trustworthy.
RTHRESHRTHRESH 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 'aggressive' set to 0.9 to permit convergence on extremely illconditioned matrices. See LAWN 165 for more details.
DZ_UBDZ_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 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 CPOTRS had an illegal value
Author:

Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
 September 2012
Definition at line 385 of file cla_porfsx_extended.f.
Author
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