sporfsx (l)  Linux Manuals
sporfsx: SPORFSX improve 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
NAME
SPORFSX  SPORFSX improve 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 solutionSYNOPSIS
 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 )
 IMPLICIT NONE
 CHARACTER UPLO, EQUED
 INTEGER INFO, LDA, LDAF, LDB, LDX, N, NRHS, NPARAMS, N_ERR_BNDS
 REAL RCOND
 INTEGER IWORK( * )
 REAL A( LDA, * ), AF( LDAF, * ), B( LDB, * ), X( LDX, * ), WORK( * )
 REAL S( * ), PARAMS( * ), BERR( * ), ERR_BNDS_NORM( NRHS, * ), ERR_BNDS_COMP( NRHS, * )
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.
provides maximum componentwise error bound if possible.
comments for ERR_BNDS 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.
ARGUMENTS
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. UPLO (input) CHARACTER*1

= aqUaq: Upper triangle of A is stored;
= aqLaq: Lower triangle of A is stored.  EQUED (input) 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.
= aqNaq: No equilibration
= aqYaq: Both row and column equilibration, i.e., A has been replaced by diag(S) * A * diag(S).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 (input) INTEGER
 The order of the matrix A. N >= 0.
 NRHS (input) INTEGER
 The number of right hand sides, i.e., the number of columns of the matrices B and X. NRHS >= 0.
 A (input) REAL array, dimension (LDA,N)
 The symmetric matrix A. If UPLO = aqUaq, the leading NbyN 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 = aqLaq, the leading NbyN 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 (input) INTEGER
 The leading dimension of the array A. LDA >= max(1,N).
 AF (input) 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 (input) INTEGER
 The leading dimension of the array AF. LDAF >= max(1,N).
 S (input or output) REAL array, dimension (N)
 The row scale factors for A. If EQUED = aqYaq, A is multiplied on the left and right by diag(S). S is an input argument if FACT = aqFaq; otherwise, S is an output argument. If FACT = aqFaq and EQUED = aqYaq, 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 (input) REAL array, dimension (LDB,NRHS)
 The right hand side matrix B.
 LDB (input) INTEGER
 The leading dimension of the array B. LDB >= max(1,N).
 X (input/output) REAL array, dimension (LDX,NRHS)
 On entry, the solution matrix X, as computed by SGETRS. On exit, the improved solution matrix X.
 LDX (input) INTEGER
 The leading dimension of the array X. LDX >= max(1,N).
 RCOND (output) 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 (output) 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 (input) 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 (output) 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/donaqt trust" boolean. Trust the answer if the reciprocal condition number is less than the threshold sqrt(n) * slamch(aqEpsilonaq). 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(aqEpsilonaq). 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(aqEpsilonaq) 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. See Lapack Working Note 165 for further details and extra cautions.
 ERR_BNDS_COMP (output) 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/donaqt trust" boolean. Trust the answer if the reciprocal condition number is less than the threshold sqrt(n) * slamch(aqEpsilonaq). 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(aqEpsilonaq). 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(aqEpsilonaq) 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. See Lapack Working Note 165 for further details and extra cautions. NPARAMS (input) INTEGER Specifies the number of parameters set in PARAMS. If .LE. 0, the PARAMS array is never referenced and default values are used.
 PARAMS (input / output) REAL array, dimension NPARAMS

Specifies algorithm parameters. If an entry is .LT. 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 highernumbered 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 doubleprecision refinement algorithm, possibly with doubledsingle 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 doubleprecision algorithm. Positive is true, 0.0 is false. Default: 1.0 (attempt componentwise convergence)  WORK (workspace) REAL array, dimension (4*N)
 IWORK (workspace) INTEGER array, dimension (N)
 INFO (output) INTEGER

= 0: Successful exit. The solution to every righthand side is guaranteed. < 0: If INFO = i, the ith 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 righthand 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 righthand side is reported. If a small componentwise error is not requested (PARAMS(3) = 0.0) then the Jth righthand 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 righthand 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 righthand sides check ERR_BNDS_NORM or ERR_BNDS_COMP.